The following pages link to Gregor Kastner (Q70782):
Displaying 8 items.
- stochvol (Q31210) (← links)
- factorstochvol (Q43157) (← links)
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (Q70785) (← links)
- Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol (Q70786) (← links)
- Dealing with Stochastic Volatility in Time Series Using theRPackagestochvol (Q70787) (← links)
- Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models (Q117774) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
