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PN-ISO 690:2012
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Article details
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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
2010
|
4
|
Article title
Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches using MSF-SBEKK Models
Authors
Osiewalski, Jacek
,
Pajor, Anna
Content
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Languages of publication
PL
Abstracts
Keywords
PL
Nauki Humanistyczne i Społeczne
Bayesian econometrics
risk analysis
multivariate GARCH processes
multivariate SV processes
hybrid SV-GARCH models
Publisher
Polska Akademia Nauk
Journal
Central European Journal of Economic Modelling and Econometrics
Year
2010
Issue
4
Physical description
Contributors
author
Osiewalski, Jacek
author
Pajor, Anna
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.oai-journals-pan-pl-103815
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