Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)
| Year of publication: |
2006
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pajor, Anna ; Pipien, Mateusz |
| Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 7.2006, p. 25-36
|
| Publisher: |
Uniwersytet Mikolaja Kopernika |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009001724