Efficient Bayesian Interference for Stochastic Volatility

by Kastner, Gregor
Published 2016

Heavy-Tailed Innovations in the R Package stochvol

by Kastner, Gregor
Published 2015

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol

by Kastner, Gregor
Published 2016

Arbitrage hedging in markets for the US lean hogs and the EU live pigs

by Ziegelbäck, Martin, Kastner, Gregor
Published 2013

Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models

by Huber, Florian, Kastner, Gregor, Feldkircher, Martin
Published 2019

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

by Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas
Published 2016