@techreport{20.500.12134/5179,
author = {Rodríguez-Niño, Norberto},
year = {2000},
month = {10},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/5179},
abstract = {This document reviews and applies recently developed techniques for Bayesian estimation and model selection in the context of Time Series modeling for Stochastic Volatility.  After the literature review on Generalized Conditional Autoregressive models, St},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 161},
title = {Bayesian model estimation and selection for the weekly colombian exchange rate},
keywords = {Bayesian model},
keywords = {Estimation},
doi = {https://doi.org/10.32468/be.161},
}