Details Details PDF BIBTEX RIS Title Bayesian Comparison of Bivariate Copula-GARCH and MGARCH Models Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2019 Issue No 1 Authors Mokrzycka, Justyna Keywords Bayesian model comparison ; Copula-GARCH model ; Multivariate GARCH model ; Monte Carlo Importance Sampling Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 47-71 Publisher Oddział PAN w Łodzi Date 31.03.2018 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2019.129362 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2019; No 1; 47-71 <div class="test"></div>