Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Year of publication: |
2004
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Authors: | Osiewalski, Jacek ; Pipien, Mateusz |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 123.2004, 2, p. 371-392
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