A Bayesian analysis of a variance decomposition for stock returns
Burton Hollifield; Gary Koop; Kai Li
| Year of publication: |
2003
|
|---|---|
| Authors: | Hollifield, Burton ; Koop, Gary ; Li, Kai |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 5, p. 583-601
|
| Subject: | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001806970