Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio
New Directions in Macromodelling
ISBN: 978-0-44451-633-6, eISBN: 978-1-84950-830-8
Publication date: 1 January 2004
Citation
Osiewalski, J. and Pipieri, M. (2004), "Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio", Welfe, A. (Ed.) New Directions in Macromodelling (Contributions to Economic Analysis, Vol. 269), Emerald Group Publishing Limited, Leeds, pp. 173-196. https://doi.org/10.1016/S0573-8555(04)69007-9
Publisher
:Emerald Group Publishing Limited
Copyright © 2004, Emerald Group Publishing Limited