Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models. y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians, Mimar Sinan Fine Arts University, Istanbul, Türkei, 19.09.-21.09. Invited Talk
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models |
| Event | y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians |
| Year | 2013 |
| Date | 19.09.-21.09. |
| Country | Turkey |
| Location | Mimar Sinan Fine Arts University, Istanbul |
| URL | http://ybis13.msgsu.edu.tr/ |
| Invited Talk | Y |
Associations
- People
- Kastner, Gregor (Details)
- Frühwirth-Schnatter, Sylvia (Details)
- External
- Lopes, Hedibert Freitas (The University of Chicago Booth School of Business, United States/USA)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)