Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
| Year of publication: |
2004
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|---|---|
| Authors: | Osiewalski, Jacek ; Pipieri, Mateusz |
| Published in: |
New directions in macromodelling : essays in honor of J. Michael Finger. - Amsterdam : Elsevier, ISBN 978-1-84950-830-8. - 2004, p. 173-196
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| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Kointegration | Cointegration | Modellierung | Scientific modelling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1016/S0573-8555(04)69007-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015388223