Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

DOI10.1080/10618600.2017.1322091MaRDI QIDQ117774FDO

Authors Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes

Publication date 2 October 2017

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Cited in

(1)

• factorstochvol

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