Sparse Bayesian time-varying covariance estimation in many dimensions

  • Gregor Kastner (Speaker)

Activity: Talk or presentation › Science to science

Period9 Dec 2016 → 11 Dec 2016
Event title10th International Conference on Computational and Financial Econometrics (CFE 2016)
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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