TY  - GEN 
A1  - Rodriguez-Nino, Norberto
DA  - 2000/10/10
PY  - 2000
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/5179
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 161
M3  - Open Access
T1  - Bayesian model estimation and selection for the weekly colombian exchange rate
KW  - E31 - Price Level; Inflation; Deflation
KW  - E37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Application
KW  - Bayesian model
KW  - Estimation
KW  - Cambio exterior -- Colombia
KW  - Analisis Bayesiano
KW  - Modelos econometricos
KW  - Volatilidad estocastica
KW  - E31 - Nivel de precios; Inflacion; Deflacion
KW  - E37 - Precios, fluctuaciones y ciclos economicos: Prediccion y simulacion; Modelos y aplicacion
DO  - https://doi.org/10.32468/be.161
L1  - https://ideas.repec.org/p/bdr/borrec/161.html
ER  -