Details

Title

Bayesian Comparison of Bivariate Copula-GARCH and MGARCH Models

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2019

Numer

No 1

Authors

Keywords

Bayesian model comparison ; Copula-GARCH model ; Multivariate GARCH model ; Monte Carlo Importance Sampling

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

47-71

Publisher

Oddział PAN w Łodzi

Date

31.03.2018

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2019.129362

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