Details about Krzysztof Osiewalski

Access statistics for papers by Krzysztof Osiewalski.

Last updated 2019-09-07. Update your information in the RePEc Author Service.

Short-id: pos84

Journal Articles

2016

1. Hybrid MSV-MGARCH Models – General Remarks and the GMSF-SBEKK Specification
   Central European Journal of Economic Modelling and Econometrics, 2016, 8, (4), 241-271 View citations (2)

2013

2. A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
   Central European Journal of Economic Modelling and Econometrics, 2013, 5, (1), 65-83 View citations (7)

2012

3. Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
   Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 169-197 View citations (3)