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

Field of Research

  • Stochastic Analysis And Modelling

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