Title

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

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Issue

No 3

Authors

Osiewalski, Krzysztof ; Osiewalski, Jacek

Keywords

Bayesian econometrics ; hybrid MGARCH-MSV processes ; forecasting unavailable data ; financial markets ; commodity markets

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

169-197

Publisher

Oddział PAN w Łodzi

Date

30.09.2012

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2012.119282 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2012; No 3; 169-197