Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable
| Year of publication: |
2004
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pipien, Mateusz |
| Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 6.2004, p. 25-36
|
| Publisher: |
Uniwersytet Mikolaja Kopernika |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009001681