Quotation Hosszejni, Darjus, Kastner, Gregor. 2018. Efficient Estimation of the Stochastic Volatility Model with Leverage. BAYSM, Coventry, United Kingdom, 02.07.-03.07.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Efficient Estimation of the Stochastic Volatility Model with Leverage
Event BAYSM
Year 2018
Date 02.07.-03.07.
Country United Kingdom
Location Coventry

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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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