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Bayesian Analysis for Hybrid MSF–SBEKK Models of Multivariate Volatility

100%
Osiewalski J., Pajor A.
Central European Journal of Economic Modelling and Econometrics
|
2009
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issue 2
2
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Content available

A Note on Lenk’s Correction of the Harmonic Mean Estimator

100%
Pajor A., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
|
2013
|
issue 4
3
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Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches using MSF-SBEKK Models

100%
Osiewalski J., Pajor A.
Central European Journal of Economic Modelling and Econometrics
|
2010
|
issue 4
4
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Missing Observations in Daily Returns – Bayesian Inference within the MSF-BEKK Model

100%
Osiewalski K., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
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2012
|
issue 3
5
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Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)-MSF-SBEKK Model

100%
Osiewalski K., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
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2013
|
issue 1
6
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On Sensitivity of Inference in Bayesian MSF-MGARCH Models

100%
Osiewalski J., Pajor A.
Central European Journal of Economic Modelling and Econometrics
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2019
|
issue 3
7
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Content available

Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework

100%
Boratyński J., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
|
2021
|
issue 4
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