Granger-causal analysis of GARCH models : a Bayesian approach
Tomasz Woźniak
| Year of publication: |
2015
|
|---|---|
| Authors: | Woźniak, Tomasz |
| Publisher: |
Melbourne : Univ. of Melbourne, Dep. of Economics |
| Subject: | second-order noncausality | VAR-GARCH models | Bayesian hypotheses assessment | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (27 S.) |
|---|---|
| Series: | Working papers. - Melbourne : [Verlag nicht ermittelbar], ISSN 0819-2642, ZDB-ID 2132276-4. - Vol. 1194 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-0-7340-5121-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339305