Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
index, the Dow Jones index and the GBP/USD FX
rate. All time series cover the period from 1 January, 1991 to 21 March, 2007 …/01/1991 to 21/03/2007.
the choice of the prior distributions and the hyper-parameters as well as the resulting prior
mean and ….020
0.035
1991 1993 1995 1997 1999 2001 2003 2005 2007
0.00
0.04
0.08
1991 1993 1995 1997 1999 2001 2003 2005 2007
Figure 4 …