Quotation Hosszejni, Darjus, Kastner, Gregor. 2018. Efficient Estimation of the Stochastic Volatility Model with Leverage. LMS Invited Lecture Series and CRISM Summer School in Computational Statistics, Coventry, United Kingdom, 04.07.-06.07.


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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 LMS Invited Lecture Series and CRISM Summer School in Computational Statistics
Date 04.07.-06.07.
Location Coventry
Country United Kingdom
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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