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Orthogonal transformation of coordinates in copula M–GARCH models — Bayesian analy¬sis for WIG20 spot and futures returns

Object's details: Orthogonal transformation of coordinates in copula M–GARCH models — Bayesian analy¬sis for WIG20 spot and futures returns

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Provider:Czasopisma PAN

Description

Title:
Orthogonal transformation of coordinates in copula M–GARCH models — Bayesian analy¬sis for WIG20 spot and futures returns
Creator:
Pipień, Mateusz
Description:
Redaktor Naczelny: dr hab. Mateusz Pipień, prof. UEK Sekretarz Redakcji: dr hab. Paweł Ulman, prof. UEK (ulmanp@uek.krakow.pl) Członkowie Redakcji: dr hab. Paweł Lula, prof. UEK dr hab. Jerzy Marzec, prof. UEK Komitet Redakcyjny: prof. dr hab. Anna Czubała prof. dr hab. Henryk Gurgul
Object availability:
free access
Source:
Folia Oeconomica Cracoviensia; 2012; Vol LIII
Publisher:
Polska Akademia Nauk Oddział w Krakowie Komisja Nauk Ekonomicznych i Statystyki Krakowska Akademia Andrzeja Frycza Modrzewskiego
Subject:
Nauki Humanistyczne i Społeczne
Identifier:
ISSN 0071-674X
Data provider:
Czasopisma PAN

Can I use it?:
seek permission
Type:
other

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