Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series

Activity: Talk or presentation › Science to science

Period14 Dec 2013 → 16 Dec 2013
Event title7th CSDA International Conference on Computational and Financial Econometrics (CFE’13)
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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

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