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Bayesian Analysis of a Regime Switching in-Mean Effect for the Polish Stock Market

Object's details: Bayesian Analysis of a Regime Switching in-Mean Effect for the Polish Stock Market

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Provider:Czasopisma PAN

Description

Title:
Bayesian Analysis of a Regime Switching in-Mean Effect for the Polish Stock Market
Creator:
Kwiatkowski, Łukasz
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:
2011.12.31
Type:
Artykuły / Articles
Source:
Central European Journal of Economic Modelling and Econometrics; 2011; No 4; 187-219
Coverage:
187-219
Publisher:
Oddział PAN w Łodzi
Subject:
Markov switching;
stochastic volatility;
risk premium;
in-mean effect;
Bayesian analysis;
Nauki Humanistyczne i Społeczne
Identifier:
ISSN - 2080-0886, ISSN online - 2080-119X
Data provider:
Czasopisma PAN

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