Research Report Series / Department of Statistics and Mathematics - 2013

Hellmuth, Marc and Leydold, Josef and Stadler, Peter F. (2013) Convex Cycle Bases. Research Report Series / Department of Statistics and Mathematics, 124. WU Vienna University of Economics and Business

Hörmann, Wolfgang and Leydold, Josef (2013) Generating Generalized Inverse Gaussian Random Variates. Research Report Series / Department of Statistics and Mathematics, 123. WU Vienna University of Economics and Business

Frey, Rüdiger and Rösler, Lars (2013) Contagion Effects and Collateralized Credit Value Adjustments for Credit Default Swaps. Research Report Series / Department of Statistics and Mathematics, 122. WU Vienna University of Economics and Business

Kastner, Gregor and Frühwirth-Schnatter, Sylvia (2013) Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. Research Report Series / Department of Statistics and Mathematics, 121. WU Vienna University of Economics and Business