TY - CHAP TI - Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series AF - 7th CSDA International Conference on Computational and Financial Econometrics (CFE’13) AF - Sparse {B}ayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series PP - Senate House, University of London UR - http://cfenetwork.org/CFE2013/ PY - 2013-12-01 AU - Kastner, Gregor AU - Frühwirth-Schnatter, Sylvia AU - Lopes, Hedibert Freitas ER -