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~type_genre:"Aufsatz im Buch"
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Osiewalski, Jacek
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Pipień, Mateusz
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Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland
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New directions in macromodelling
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Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
New directions in macromodelling
,
(pp. 174-196)
.
2004
Persistent link: https://www.econbiz.de/10002717349
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2
GARCH-in-Mean through skewed t conditional distributions : Bayesian inference for exchange rates
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Macromodels '99 : proceedings of the twenty six …
,
(pp. 354-369)
.
2000
Persistent link: https://www.econbiz.de/10001627614
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