Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland |
scientific article |
Statements
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (English)
0 references
18 November 2004
0 references
Bayes factors
0 references
Multivariate GARCH
0 references
Latent factor GARCH
0 references
BEKK models
0 references
Volatility
0 references
0 references