Gregor Kastner

According to our database, Gregor Kastner authored at least 6 papers between 2013 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol.

Darjus Hosszejni, Gregor Kastner

J. Stat. Softw., 2021

Posterior predictive model assessment using formal methods in a spatio-temporal mode.

Laura Vana, Ennio Visconti, Laura Nenzi, Annalisa Cadonna, Gregor Kastner

CoRR, 2021

2014

Der Wertbeitrag von Prozessflexibilität - Ein Optimierungsmodell und seine Anwendung im Dienstleistungssektor.

Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Röglinger

Wirtschaftsinf., 2014

Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models.

Gregor Kastner, Sylvia Frühwirth-Schnatter

Comput. Stat. Data Anal., 2014

The Business Value of Process Flexibility - An Optimization Model and Its Application in the Service Sector.

Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Röglinger

Bus. Inf. Syst. Eng., 2014

2013

An Optimization Model for Valuating Process Flexibility.

Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Roeglinger

Proceedings of the International Conference on Information Systems, 2013