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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland

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References

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2013Bayesian semiparametric multivariate GARCH modeling49 cited
2013BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY

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2009Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility28 cited

2009New Hybrid Models of Multivariate Volatility (a Bayesian Perspective)23 cited

2009Predicting daily highs and lows of exchange rates: a cointegration analysis22 cited