A Bayesian Analysis of Mark... - Researchers

A Bayesian Analysis of Market Information Linkages among NAFTA Countries using a Multivariate Stochastic Volatility Model

Citation

Fleischer, P, Maller, R & Muller, G 2009, 'A Bayesian Analysis of Market Information Linkages among NAFTA Countries using a Multivariate Stochastic Volatility Model', Journal of Economics and Finance, vol. Online 28 May 09, p. 26.

Year

2009

ANU Authors

Emeritus Professor Ross Maller

Field of Research

Stochastic Analysis And Modelling

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