Chapter: Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models

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Home > The Contribution of Young Researchers to Bayesian Statistics: Proceedings of BAYSM2013 > Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models

The Contribution of Young Researchers to Bayesian Statistics: Proceedings of BAYSM2013 |

Ettore Lanzarone; Francesca Ieva

Springer International Publishing

The Contribution of Young Researchers to Bayesian Statistics: Proceedings of BAYSM2013

Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models

Chapter Info

Authors

Gregor Kastner; Sylvia Frühwirth-Schnatter; Hedibert F. Lopes

ARI Id

1664386350137_1463329

Access

Not Available Free

Pages

181-185

DOI

10.1007/978-3-319-02084-6_35

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-02084-6_35

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