Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
From MaRDI portal
Publication:117774
DOI10.1080/10618600.2017.1322091MaRDI QIDQ117774
Sylvia Frühwirth-Schnatter, Gregor Kastner, Hedibert Freitas Lopes
Publication date: 2 October 2017
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Related Items (1)
This page was built for publication: Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models