TY  - CHAP
TI  - Sparse Bayesian time-varying covariance estimation in many dimensions
AF  - 10th International Conference on Computational and Financial Econometrics (CFE 2016)
PP  - University of Seville
UR  - http://www.cfenetwork.org/CFE2016/
PY  - 2016-01-01
AU  - Kastner, Gregor 
ER -