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Q4369005 - MaRDI portal

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scientific article; zbMATH DE number 1098833
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English
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scientific article; zbMATH DE number 1098833

    Statements

    author
    Wolfgang Polasek
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    Hideo Kozumi
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    publication date
    28 January 1998
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    zbMATH Keywords
    exchange rates
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    full conditional distributions
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    Gibbs sampling
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    random coefficients
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    VAR-VARCH models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    62P05
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    zbMATH DE Number
    1098833
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