The VAR-VARCH model : a Bayesian approach
Wolfgang Polasek, Hideo Kozumi
| Year of publication: |
1995
|
|---|---|
| Authors: | Polasek, Wolfgang ; Kozumi, Hideo |
| Publisher: |
Basel : Wirtschaftswiss. Zentrum der Univ. Basel |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Schweiz | Switzerland | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference |
| Extent: | 23 S graph. Darst |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9508 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 13 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000573313