Cover Image

Bayesian vector autoregressions with stochastic volatility

by Harald Uhlig
Year of publication:
1996
Authors: Uhlig, Harald
Publisher: Tilburg
Subject: Volatilität | Volatility | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference
Check Google Scholar |
In libraries world-wide (WorldCat)
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10000932649
Similar items by subject
Similar items by person