Edit Profile (opens in new tab) Kastner, Gregor Co-Author Distance Author ID: kastner.gregor Published as: Kastner, Gregor External Links: MGP Documents Indexed: 3 Publications since 2014 1 Contribution as Editor Co-Authors: 4 Co-Authors with 3 Joint Publications 34 Co-Co-Authors Co-Authors 1 single-authored 2 Frühwirth-Schnatter, Sylvia 1 Bitto, Angela 1 Hosszejni, Darjus 1 Posekany, Alexandra Serials 1 Journal of Econometrics 1 Computational Statistics and Data Analysis 1 Springer Proceedings in Mathematics & Statistics Fields 4 Statistics (62-XX) 1 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 52 times in 47 Documents Cited by ▼ Year ▼ Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 1506.62094 Kastner, Gregor; Frühwirth-Schnatter, Sylvia 31 2014 Sparse Bayesian time-varying covariance estimation in many dimensions. Zbl 1452.62773 Kastner, Gregor 16 2019 Approaches toward the Bayesian estimation of the stochastic volatility model with leverage. Zbl 1435.62109 Hosszejni, Darjus; Kastner, Gregor 5 2019 Sparse Bayesian time-varying covariance estimation in many dimensions. Zbl 1452.62773 Kastner, Gregor 16 2019 Approaches toward the Bayesian estimation of the stochastic volatility model with leverage. Zbl 1435.62109 Hosszejni, Darjus; Kastner, Gregor 5 2019 Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Zbl 1506.62094 Kastner, Gregor; Frühwirth-Schnatter, Sylvia 31 2014 all cited Publications top 5 cited Publications all top 5 Cited by 88 Authors 5 Huber, Florian 3 Chan, Joshua C. C. 3 Frühwirth-Schnatter, Sylvia 2 Alexopoulos, Angelos 2 Cepni, Oguzhan 2 Dellaportas, Petros 2 Ensor, Katherine Bennett 2 Gupta, Rangan 2 Kastner, Gregor 2 Krisztin, Tamás 2 Pfarrhofer, Michael 2 Sheng, Xin 2 Tan, Linda S. L. 2 Tsay, Ruey S. 2 Zens, Gregor 1 Ankargren, Sebastian 1 Barata, Raquel 1 Barreto-Souza, Wagner 1 Basu, Sumanta 1 Bhaskaran, Aishwarya 1 Bian, Zhicun 1 Bitto, Angela 1 Böck, Maximilian 1 Cerqueti, Roy 1 Chavez, Gordon V. 1 Clark, Todd E. 1 Conti, Gabriella 1 Czado, Claudia 1 Dovern, Jonas 1 Dutta, Chiranjit 1 Ertl, Martin 1 Feldkircher, Martin 1 Giacalone, Massimiliano 1 Gong, Chen 1 Guindani, Michele 1 Hautsch, Nikolaus 1 Heckman, James Joseph 1 Hosszejni, Darjus 1 Hsu, Nan-Jung 1 Huang, Hsin-Cheng 1 Huang, Yufan 1 Karlsson, Sune 1 Karpman, Kara J. 1 Kaufmann, Sylvia 1 Kim, Jongmin 1 Koop, Gary 1 Lee, Jaeyong 1 Li, Cheng-en 1 Li, Mengheng 1 Liao, Yin 1 Lopes, Hedibert Freitas 1 Marcellino, Massimiliano 1 Mattera, Raffaele 1 Mazur, Stepan 1 McCulloch, Robert Edward 1 Mendieta-Muñoz, Ivan 1 Meng, Xiaoli 1 Nakajima, Jouchi 1 Nishimura, Akihiko 1 Nott, David John 1 O’Sullivan, Patrick 1 Papaspiliopoulos, Omiros 1 Piatek, Rémi 1 Piribauer, Philipp 1 Poon, Aubrey 1 Prado, Raquel 1 Raath, Kim C. 1 Ravishanker, Nalini 1 Rezende, Thiago 1 Rossini, Luca 1 Sansó, Bruno 1 Shi, Jianhua 1 Shi, Jing 1 Stoffer, David S. 1 Suchard, Marc A. 1 Sundararajan, Raanju Ragavendar 1 Sung, Bongjung 1 Titsias, Michalis K. 1 Unosson, Måns 1 van Dijk, Herman K. 1 Vankov, Emilian R. 1 Voigt, Stefan 1 Yang, Yukai 1 Zalla, Ryan 1 Zhang, Xueyong 1 Zhu, Dan 1 Zobl, Franz Xaver 1 Zörner, Thomas Otto all top 5 Cited in 25 Serials 8 Journal of Econometrics 4 Journal of Economic Dynamics & Control 3 The Annals of Applied Statistics 3 Bayesian Analysis 2 Journal of Time Series Analysis 2 Economics Letters 2 Communications in Statistics. Simulation and Computation 2 Studies in Nonlinear Dynamics and Econometrics 2 Journal of Computational and Graphical Statistics 2 Sankhyā. Series B 2 Statistics and Computing 1 Information Sciences 1 International Economic Review 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Statistical Science 1 Econometric Reviews 1 Open Economies Review 1 Journal of Applied Statistics 1 Extremes 1 Quantitative Finance 1 Advances in Data Analysis and Classification. ADAC 1 Bulletin of Economic Research 1 Journal of Time Series Econometrics all top 5 Cited in 8 Fields 43 Statistics (62-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year