Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series

Activity: Talk or presentationScience to science

Period25 Sept 201526 Sept 2015
Event titleNBER-NSF Time Series Conference
Event typeUnkonwn
Degree of RecognitionNational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development