GARCH-in-Mean through skewed t conditional distributions : Bayesian inference for exchange rates
Jacek Osiewalskie; Mateusz Pipień
| Year of publication: |
2000
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|---|---|
| Authors: | Osiewalski, Jacek ; Pipień, Mateusz |
| Published in: |
Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland. - Łódź : Wydaw. P.S. Absolwent, ISBN 83-86840-95-1. - 2000, p. 354-369
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| Subject: | Wechselkurstheorie | Exchange rate theory | ARCH-Modell | ARCH model | Theorie | Theory | Induktive Statistik | Statistical inference |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Macromodels '99 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001627614