Narrow search
Showing 1 - 9 of 9
Cover Image
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537676
Cover Image
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-GARCH-M model
Pelloni, Gianluigi (contributor);  … - 1999 - Rev. Mar 4/05
Persistent link: https://www.econbiz.de/10003734324
Cover Image
Macroeconomic effects of sectoral shocks in US, UK, and Germany : a VAR-GARCH-M approach
Pelloni, Gianluigi (contributor);  … - 2000 - Rev. Mar 7/05
Persistent link: https://www.econbiz.de/10003734502
Cover Image
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
Cover Image
Volatility analysis during the Asia crisis : a multivariate GARCH-M model for stock returns in the US, Germany and Japan
Polasek, Wolfgang; Ren, Lei - 1999
Persistent link: https://www.econbiz.de/10001433783
Cover Image
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-Garch-M model
Pelloni, Gianluigi; Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001434910
Cover Image
Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-GARCH-M approach
Pelloni, Gianluigi; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001476844
Cover Image
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
Cover Image
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang; Pai, Jeffrey - 1998
Persistent link: https://www.econbiz.de/10001372542