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PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
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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
Link to site
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Journal
Central European Journal of Economic Modelling and Econometrics
2012
|
3
|
Article title
Missing Observations in Daily Returns – Bayesian Inference within the MSF-BEKK Model
Authors
Osiewalski, Krzysztof
,
Osiewalski, Jacek
Content
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Title variants
Languages of publication
PL
Abstracts
Keywords
PL
Nauki Humanistyczne i Społeczne
Bayesian econometrics
hybrid MGARCH-MSV processes
forecasting unavailable data
financial markets
commodity markets
Publisher
Polska Akademia Nauk
Journal
Central European Journal of Economic Modelling and Econometrics
Year
2012
Issue
3
Physical description
Contributors
author
Osiewalski, Krzysztof
author
Osiewalski, Jacek
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.oai-journals-pan-pl-103776
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