An Analysis of International Exchange Rates Using Multivariate DLM's
José Mario Quintana, Mike West · Journal of the Royal Statistical Society Series D (The Statistician) · 1987
, Mike West, An Analysis of International Exchange Rates Using Multivariate DLM's, Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 36, No. 2/3, Special Issue: Practical Bayesian Statistics (1987), pp. 275-281