Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)-MSF-SBEKK Model - Central European Journal of Economic Modelling and Econometrics - Issue 1 (2013) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2013 | 1 |

Article title

Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)-MSF-SBEKK Model

Authors

Osiewalski, Krzysztof , Osiewalski, Jacek

Content

Full texts:

oai-journals-pan-pl-103752/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne Bayesian econometrics vector error correction model hybrid MGARCH-MSV processes financial markets commodity markets

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2013

Issue

1

Physical description

Contributors

author

Osiewalski, Krzysztof

author

Osiewalski, Jacek

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-103752

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