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~accessRights:"free"
~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Bauwens, L."
~person:"Fidrmuc, Jarko"
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Bayesian Tail Risk Forecasting...
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Bauwens, L.
Fidrmuc, Jarko
McAleer, M.J.
11
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5
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4
Dijk, H.K. van
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CESifo
Erasmus University Rotterdam, Econometric Institute
Institut ekonomických studií, Univerzita Karlova v Praze
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, L.
;
Bos, C.S.
;
Dijk, H.K. van
-
Erasmus University Rotterdam, Econometric Institute
-
1999
parsimony and robustness. APS is applied within a Bayesian analysis of a
GARCH
-mixture model which is used for the evaluation of …
Persistent link: https://www.econbiz.de/10005051715
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2
Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
Fidrmuc, Jarko
;
Horváth, Roman
-
CESifo
-
2007
, and Slovakia) using
GARCH
and TARCH models between 1999 and 2006. Despite these countries adopted inflation targeting …
Persistent link: https://www.econbiz.de/10005765724
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