Bayesian semiparametric multivariate stochastic volatility with an application to international volatility co-movements

Basic data for this talk

Type of talkscientific talk
Name der VortragendenWilfling, Bernd
Date of talk11/06/2018
Talk languageEnglish

Information about the event

Name of the event16th INFINITI Conference on International Finance
Event period11/06/2018 - 12/06/2018
Event locationPoznan University of Economics & Finance, Poznan, Poland
Organised byINFINITI

Abstract

Speakers from the University of Münster

Wilfling, Bernd
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)