Details

Title

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

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2011

Issue

No 4

Authors

Keywords

Markov switching ; stochastic volatility ; risk premium ; in-mean effect ; Bayesian analysis

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

187-219

Publisher

Oddział PAN w Łodzi

Date

31.12.2011

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2011.119312 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2011; No 4; 187-219
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