A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
Petra Fleischer; Ross Maller; Gernot Müller
| Year of publication: |
2011
|
|---|---|
| Authors: | Fleischer, Petra ; Maller, Ross ; Müller, Gernot |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 35.2011, 2, p. 123-148
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| Subject: | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | USMCA-Staaten | USMCA countries | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009303162