Efficient bayesian inference for multivariate factor stochastic volatility models
Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes
| Year of publication: |
2016
|
|---|---|
| Authors: | Kastner, Gregor ; Frühwirth-Schnatter, Sylvia ; Lopes, Hedibert Freitas |
| Publisher: |
São Paulo/SP - Brasil| : Insper |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis |
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | Insper working paper / Insper, Instituto de Ensino e Pesquisa. - São Paulo : [Verlag nicht ermittelbar], ZDB-ID 2451715-X. - Vol. WPE: 364 (2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011529631