Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification
Jacek Osiewalski and Mateusz Pipień
| Year of publication: |
2004
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pipień, Mateusz |
| Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 174-196
|
| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Kointegration | Cointegration |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002717349