Details

Title

Hybrid MSV-MGARCH Models - General Remarks and the GMSF-SBEKK Specification

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2016

Numer

No 4

Authors

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
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