Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specification (Q5292185)
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scientific article; zbMATH DE number 5165704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specification |
scientific article; zbMATH DE number 5165704 |
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Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specification (English)
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19 June 2007
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Bayes factors
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multivariate GARCH
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BEKK models
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error correction mechanism
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exchange rates
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