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researcher

Gregor Kastner

University of Klagenfurt, Austria

14 papers hereh-index 121.1k citations36 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author3
  • middle author2
  • last author7

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • stat.CO6
  • stat.ME5
  • econ.EM2
  • econ.GN1
affiliations
  • University of Klagenfurt, Austria
same name
  • Gregor Kastner — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162022
most citedAncillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models

299 citations · 844 across the 14 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2021★ 6 cited

On the joint volatility dynamics in dairy markets

Anthony N. Rezitis, Gregor Kastner

The present study investigates the price (co)volatility of four dairy commodities -- skim milk powder, whole milk powder, butter and cheddar cheese -- in three major dairy markets.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.