Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
type: Item
instance of: scholarly article
title: Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
zbMATH Open document ID: 1092.62113
author: Jacek Osiewalski
author: Mateusz Pipień
published in: Journal of Econometrics
publication date: 2004-11-18T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 2116210
zbMATH Keywords: Bayes factors
zbMATH Keywords: Multivariate GARCH
zbMATH Keywords: Latent factor GARCH
zbMATH Keywords: BEKK models
zbMATH Keywords: Volatility
MaRDI profile type: Publication
full work available at URL: j.jeconom.2003.12.005
OpenAlex ID: W2058724330
Wikidata QID: Q112207107
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DOI: 10.1016/J.JECONOM.2003.12.005
description: scientific article; zbMATH DE number 2116210