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 -