Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
| Year of publication: |
2004
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pipien, Mateusz |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 123.2004, 2, p. 371-391
|
| Publisher: |
Elsevier |