Details Details PDF BIBTEX RIS Title On Sensitivity of Inference in Bayesian MSF-MGARCH Models Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2019 Issue No 3 Authors Osiewalski, Jacek ; Pajor, Anna 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 DOI: 10.24425/cejeme.2019.130677 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2019; No 3; 173-197 <div class="test"></div>