Gregor Kastner

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

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