List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Approaches toward the Bayesian estimation of the stochastic volatility model with leverage Springer Proceedings in Mathematics & Statistics | 2020-07-03 | Paper |
| Approaches toward the Bayesian estimation of the stochastic volatility model with leverage Springer Proceedings in Mathematics & Statistics | 2020-07-03 | Paper |
| Sparse Bayesian time-varying covariance estimation in many dimensions Journal of Econometrics | 2019-05-01 | Paper |
| Sparse Bayesian time-varying covariance estimation in many dimensions Journal of Econometrics | 2019-04-30 | Paper |
| Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models Computational Statistics and Data Analysis | 2014-08-01 | Paper |
Research outcomes over time
This page was built for person: Gregor Kastner
