Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland

By J. Osiewalski, Mateusz Pipień. 2004

66 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/128a5580f0ba3c6cbc27fdf9401037c4899fd6e9

Citations in the corpus

• Bayesian Inference Methods for Univariate and Multivariate GARCH Models: A Survey (2014, unknown): “Osiewalski & Pipien (2004)”