Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU Working Paper

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2017

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
Kastner, G., Frühwirth-Schnatter, S. & Lopes, H. F., 2017, In: Journal of Computational and Graphical Statistics. 26, 4, p. 905 - 917
Publication: Scientific journal › Journal article › peer-review