Bayesian causality measures for multiple ARCH models using marginal likelihoods
Wolfgang Polasek
| Year of publication: |
2000
|
|---|---|
| Authors: | Polasek, Wolfgang |
| Publisher: |
Basel : Wirtschaftswiss. Zentrum der Univ. |
| Subject: | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienindex | Stock index | USA | United States | Deutschland | Germany | Japan |
| Extent: | 22 S |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 00/08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 24 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001537676