Gregor Kastner

Identifiers

• name variant Gregor Kastner 0.50 · backfill

Papers (2)

1. Dealing with Stochastic Volatility in Time Series Using the R Package stochvol stat.CO · 2019 · author #1
2. Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models stat.ME · 2017 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Sylvia Fr\"uhwirth-Schnatter 1 shared papers