Details Details PDF BIBTEX RIS Title Hybrid MSV-MGARCH Models - General Remarks and the GMSF-SBEKK Specification Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2016 Issue No 4 Authors Osiewalski, Jacek ; Osiewalski, Krzysztof Keywords Bayesian econometrics ; multivariate volatility models ; MGARCH processes ; MSV processes ; financial markets ; commodity markets Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 241-271 Publisher Oddział PAN w Łodzi Date 31.12.2016 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2016.119198 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2016; No 4; 241-271 <div class="test"></div>