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Efficient Bayesian inference for stochastic volatility models

  • Sylvia Frühwirth-Schnatter (Speaker)
  • Gregor Kastner (Speaker)

Activity: Talk or presentationContributed talkunknown

Period12 Dec 2010
Event title4th CSDA International Conference on Computational and Financial Econometrics (CFE'10)
Event typeConference
LocationUnited KingdomShow on map

Fields of science

  • 101024 Probability theory
  • 504 Sociology
  • 305 Other Human Medicine, Health Sciences
  • 106 Biology
  • 502 Economics
  • 105 Geosciences
  • 103 Physics, Astronomy
  • 101 Mathematics
  • 509 Other Social Sciences
  • 101029 Mathematical statistics
  • 502025 Econometrics

JKU Focus areas

  • Management and Innovation
  • Social Systems, Markets and Welfare States
  • Social and Economic Sciences (in general)