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Bayesian Comparison of Bivariate GARCH Processes. The Role of the Conditional Mean Specificatio

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

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Emerald Group Publishing Limited

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