Federacja Bibliotek Cyfrowych

Homepage
Czasopisma PAN
On Sensitivity of Inference in Bayesian MSF-MGARCH Models

Object's details: On Sensitivity of Inference in Bayesian MSF-MGARCH Models

tile.noImage

Provider:Czasopisma PAN

Description

Title:
On Sensitivity of Inference in Bayesian MSF-MGARCH Models
Creator:
Osiewalski, Jacek;
Pajor, Anna
Description:
The Central European Journal of Economic Modelling and Econometrics (CEJEME) is a quarterly international journal. It aims to publish articles focusing on mathematical or statistical models in economic sciences. Papers covering the application of existing econometric techniques to a wide variety of problems in economics, in particular in macroeconomics and finance are welcome. Advanced empirical studies devoted to modelling and forecasting of Central and Eastern European economies are of particular interest. Any rigorous methods of statistical inference can be used and articles representing Bayesian econometrics are decidedly within the range of the Journal's interests.;
Submission Guidelines and Instructions for Authors of accepted papers please visit: http://cejeme.org/submissionguidelines.aspx
Object availability:
free access
Date:
2019.09.30
Type:
Artykuły / Articles
Source:
Central European Journal of Economic Modelling and Econometrics; 2019; No 3; 173-197
Coverage:
173-197
Publisher:
Oddział PAN w Łodzi
Subject:
Bayesian econometrics;
Gibbs sampling;
time-varying volatility;
multivariate GARCH processes;
multivariate SV processes;
Nauki Humanistyczne i Społeczne
Identifier:
ISSN - 2080-0886, ISSN online - 2080-119X
Data provider:
Czasopisma PAN

Similar objects

tile.noImage

Bayesian Analysis for Hybrid MSF–SBEKK Models of Multivariate Volatility

Creator:Osiewalski, Jacek | Pajor, Anna

Date:2009.06.30

Type:image

tile.noImage

Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches using MSF-SBEKK Models

Creator:Osiewalski, Jacek | Pajor, Anna

Date:2010.12.31

Type:image

tile.noImage

A Note on Lenk’s Correction of the Harmonic Mean Estimator

Creator:Pajor, Anna | Osiewalski, Jacek

Date:2013.12.31

Type:image

tile.noImage

On Sensitivity of Inference in Bayesian MSF-MGARCH Models

Creator:Osiewalski, Jacek | Pajor, Anna

Date:2019.09.30

Type:image

tile.noImage

Hybrid MSV-MGARCH Models - General Remarks and the GMSF-SBEKK Specification

Creator:Osiewalski, Jacek | Osiewalski, Krzysztof

Date:2016.12.31

Type:image

tile.noImage

Missing Observations in Daily Returns – Bayesian Inference within the MSF-BEKK Model

Creator:Osiewalski, Krzysztof | Osiewalski, Jacek

Date:2012.09.30

Type:image

tile.noImage

Modele hybrydowe MSV-MGARCH z trzema procesami ukrytymi w badaniu zmienności cen na różnych rynkach

Creator:Osiewalski, Jacek | Osiewalski, Krzysztof

Type:other

Can I use it?:seek permission

tile.noImage

Bayesian Variations on the Frish and Waugh Theme

Creator:Osiewalski, Jacek

Date:2011.03.31

Type:image

FBC TeNe Project

Project co-financed by European Funds under the Operational Program Digital Poland for 2014-2020 (project no. POPC.02.04.00-00-0012 / 20-00)

More information about the project can be found at: https://tene.fbc.pionier.net.pl

European Funds. Digital Poland

Republic of Poland

Digital Libraries Federation

European Union - European Regional Development Fund

We use files, through the cookie quality improvement layer of our website.For more information, please read the document Privacy Policy