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PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
IEEE
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Journal
Central European Journal of Economic Modelling and Econometrics
2016
|
4
|
Article title
Hybrid MSV-MGARCH Models - General Remarks and the GMSF-SBEKK Specification
Authors
Osiewalski, Krzysztof
Content
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Title variants
Languages of publication
PL
Abstracts
Keywords
PL
Nauki Humanistyczne i Społeczne
Bayesian econometrics
multivariate volatility models
MGARCH processes
MSV processes
financial markets
commodity markets
Publisher
Polska Akademia Nauk
Journal
Central European Journal of Economic Modelling and Econometrics
Year
2016
Issue
4
Physical description
Contributors
author
Osiewalski, Krzysztof
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.oai-journals-pan-pl-103712
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