Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models

Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes

Institute for Statistics and Mathematics

Publication: Contribution to conference › Conference poster

Original language	English
Publication status	Published - 1 Nov 2012

Austrian Classification of Fields of Science and Technology (ÖFOS)

101026 Time series analysis
502025 Econometrics
102022 Software development
101018 Statistics

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http://esobe2012.wu.ac.at/

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