Quotation Hosszejni, Darjus, Kastner, Gregor. 2018. Efficient Estimation of the Stochastic Volatility Model with Leverage. BayesComp, Barcelona, Spain, 26.03.-28.03.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Efficient Estimation of the Stochastic Volatility Model with Leverage
Event BayesComp
Date 26.03.-28.03
Location Barcelona
Country Spain
Year 2018

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People
Hosszejni, Darjus (Details)
Kastner, Gregor (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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