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 -