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GARCH-in-Mean through skewed t conditional distributions : Bayesian inference for exchange rates
Osiewalski, Jacek; Pipień, Mateusz - In: Macromodels '99 : proceedings of the twenty six …, (pp. 354-369). 2000
Persistent link: https://www.econbiz.de/10001627614
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Bayesian analysis and option pricing in univariate Garch models with asymmetries and Garch-in-Mean effects
Osiewalski, Jacek; Pipień, Mateusz - In: Przegla̜d statystyczny / Polska Akademia Nauk, Komitet … 50 (2003) 3, pp. 6-29
Persistent link: https://www.econbiz.de/10001880129
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Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification
Osiewalski, Jacek; Pipień, Mateusz - In: New directions in macromodelling, (pp. 174-196). 2004
Persistent link: https://www.econbiz.de/10002717349
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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek; Pipień, Mateusz - In: Journal of econometrics 123 (2004) 2, pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
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Hybrid MSV-MGARCH models : general remarks and the GMSF-SBEKK specification
Osiewalski, Jacek; Osiewalski, Krzysztof - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 241-271
Persistent link: https://www.econbiz.de/10011634930
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On sensitivity of inference in Bayesian MSF-MGARCH models
Osiewalski, Jacek; Pajor, Anna - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 173-197
Persistent link: https://www.econbiz.de/10012294603
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Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
Osiewalski, Jacek; Pipieri, Mateusz - In: New directions in macromodelling : essays in honor of …, (pp. 173-196). 2004
Persistent link: https://www.econbiz.de/10015388223
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Direction quality measures for ARCH models : the case of Warsaw stock exchange stock prices
Welfe, Aleksander; Brzeszczyński, Janusz - In: Macromodels '99 : proceedings of the twenty six …, (pp. 370-383). 2000
Persistent link: https://www.econbiz.de/10001627616
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Determinants of short-term volatility at the Warsaw stock exchange : in-sample vs. out-of-sample forecasts from factor and predictive GARCH models
Brzeszczyński, Janusz (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002374728