Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
| Year of publication: |
2004
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pipieri, Mateusz |
| 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