Details

Title

On Sensitivity of Inference in Bayesian MSF-MGARCH Models

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2019

Numer

No 3

Authors

Keywords

Bayesian econometrics ; Gibbs sampling ; time-varying volatility ; multivariate GARCH processes ; multivariate SV processes

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

173-197

Publisher

Oddział PAN w Łodzi

Date

30.09.2019

Type

Artykuły / Articles

Identifier

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

DOI

10.24425/cejeme.2019.130677

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