Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/07474930600712897 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2094669347 / rank | |||
Normal rank | |||
Revision as of 21:56, 19 March 2024
scientific article; zbMATH DE number 5050412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model |
scientific article; zbMATH DE number 5050412 |
Statements
Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (English)
0 references
28 August 2006
0 references
central bank intervention
0 references
foreign exchange volume
0 references
Markov chain Monte Carlo
0 references
missing observations
0 references
multivariate stochastic volatility
0 references
threshold model
0 references
