Details

Title

Missing Observations in Daily Returns - Bayesian Inference within the MSF-BEKK Model

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 3

Publication authors

Keywords

Bayesian econometrics, hybrid MGARCH-MSV processes, forecasting unavailable data, financial markets, commodity markets

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119282

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