| Original language | English |
|---|---|
| Publication status | Published - 1 Jul 2015 |
Austrian Classification of Fields of Science and Technology (ÖFOS)
- 102022 Software development
- 101018 Statistics
- 101026 Time series analysis
- 502025 Econometrics
Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models
Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes
Publication: Contribution to conference › Conference poster