Gregor Kastner

Finance · 2014–2016

A researcher in the Science corpus: 2 papers; trusts 38 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #5,310 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 18 citations into it
• Statistics and Probability — 17 citations into it; #7,250 of 12,932 by trust here, #12,077 by citations
• Artificial Intelligence — 15 citations into it

Whom Gregor Kastner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Conrad Sanderson
2. Dimitris Korobilis
3. Roman Liesenfeld
4. Jim E. Griffin
5. Dirk Eddelbuettel
6. Yaming Yu
7. Sylvia Frühwirth-Schnatter
8. Omar Alejandro Aguilar
9. Trevor Park
10. D. Oh

Who trusts Gregor Kastner overall

1. Florian Huber
2. Martin Feldkircher
3. Joshua C. C. Chan

Papers from Gregor Kastner's perspective

Ordered by how strongly the researchers Gregor Kastner trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Bayesian Lasso
2. A simple and efficient simulation smoother for state space time series analysis
3. Bayesian Dynamic Factor Models and Portfolio Allocation
4. Common risk factors in the returns on stocks and bonds
5. Analysis of high dimensional multivariate stochastic volatility models
6. Computational approaches to motor learning by imitation.
7. Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction
8. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
9. Armadillo: An Open Source C++ Linear Algebra Library for Fast Prototyping and Computationally Intensive Experiments
10. Inference with normal-gamma prior distributions in regression problems

Their papers

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (2014) — 309 citations
• Sparse Bayesian time-varying covariance estimation in many dimensions (2016) — 105 citations