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~person:"Polasek, Wolfgang"
~subject:"Estimation"
~subject:"Stock index"
~type_genre:"Working Paper"
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Polasek, Wolfgang
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Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang
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2000
Persistent link: https://www.econbiz.de/10001537676
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Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
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2000
Persistent link: https://www.econbiz.de/10001537678
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3
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-GARCH-M model
Pelloni, Gianluigi
-
1998
Persistent link: https://www.econbiz.de/10000994337
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4
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang
;
Pai, Jeffrey
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1998
Persistent link: https://www.econbiz.de/10001372542
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