Details Details PDF BIBTEX RIS 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 Kwiatkowski, Łukasz 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