Details

Title

Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2010

Issue

No 1

Authors

Keywords

Markov switching ; risk premium ; in-mean effect ; Bayesian analysis

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

59-94

Publisher

Oddział PAN w Łodzi

Date

31.03.2010

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2010.119320 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2010; No 1; 59-94
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