Kastner, Gregor. 2018. Dealing with Stochastic Volatility in Time Series Using the R packages stochvol and factorstochvol. 1st International Conference on Data Science in Finance with R (DSF-R), Vienna, Österreich, 13.09.14.09. 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 | Dealing with Stochastic Volatility in Time Series Using the R packages stochvol and factorstochvol |
| Event | 1st International Conference on Data Science in Finance with R (DSF-R) |
| Year | 2018 |
| Date | 13.09.14.09. |
| Country | Austria |
| Location | Vienna |
| URL | http://dsf.academy/conference/ |
| Invited Talk | Y |
Associations
- People
- Kastner, Gregor (Details)
- 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)