GARCH-in-Mean through skewed t conditional distributions : Bayesian inference for exchange rates

GARCH-in-Mean through skewed t conditional distributions Bayesian inference for exchange rates

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Veröffentlicht in:Macromodels (26 : 1999 : Rydzyna) Macromodels '99
1. Verfasser: Osiewalski, Jacek (VerfasserIn)
Weitere Verfasser: Pipień, Mateusz (VerfasserIn)
Pages:99
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2000
Schlagworte:
Wechselkurstheorie > ARCH-Modell > Theorie > Induktive Statistik > Aufsatz im Buch
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