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Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable
Osiewalski, Jacek; Pipien, Mateusz - In: Dynamic Econometric Models 6 (2004), pp. 25-36
Persistent link: https://www.econbiz.de/10009001681
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Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001)
Osiewalski, Jacek; Pajor, Anna; Pipien, Mateusz - In: Dynamic Econometric Models 7 (2006), pp. 25-36
Persistent link: https://www.econbiz.de/10009001724
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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek; Pipien, Mateusz - In: Journal of Econometrics 123 (2004) 2, pp. 371-391
Persistent link: https://www.econbiz.de/10005285930
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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek; Pipien, Mateusz - In: Journal of econometrics 123 (2004) 2, pp. 371-392
Persistent link: https://www.econbiz.de/10006754915