Person:1623540

Available identifiers

zbMath Open kastner.gregorMaRDI QIDQ1623540

List of research outcomes

Publication	Date of Publication	Type
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage	2020-07-03	Paper
Sparse Bayesian time-varying covariance estimation in many dimensions	2019-05-01	Paper
Sparse Bayesian time-varying covariance estimation in many dimensions	2019-04-30	Paper
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models	2018-11-23	Paper
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models	2014-08-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Gregor Kastner