Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Jacek Osiewalski; Mateusz Pipień
| Year of publication: |
2004
|
|---|---|
| Authors: | Osiewalski, Jacek ; Pipień, Mateusz |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 123.2004, 2, p. 371-391
|
| Subject: | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate | Volatilität | Volatility | Polen | Poland | 1996-1997 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002361773