Bastian Gribisch

Available identifiers

zbMath Open gribisch.bastianMaRDI QIDQ738146

List of research outcomes

Publication	Date of Publication	Type
Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model	2023-06-09	Paper
Estimating stochastic volatility models using realized measures	2023-03-30	Paper
Dynamic principal component CAW models for high-dimensional realized covariance matrices	2021-06-02	Paper
Multivariate Wishart stochastic volatility and changes in regime	2018-11-12	Paper
The conditional autoregressive Wishart model for multivariate stock market volatility	2016-08-15	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: Bastian Gribisch