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subject:"Volatility"
~isPartOf:"Central European journal of economic modelling and econometrics"
~subject:"Risikomaß"
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Central European journal of economic modelling and econometrics
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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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2
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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