TY  - CHAP
TI  - Sparse Bayesian Latent Factor Stochastic Volatility Models for Dynamic Covariance Estimation in High-Dimensional Financial Time Series
AF  - 6th ESOBE Annual Conference
PP  - Study Center Gerzensee, Switzerland
UR  - http://www.szgerzensee.ch/research/conferences/other/esobe2015/
PY  - 2015-01-01
AU  - Kastner, Gregor 
ER -