A Bayesian analysis of a variance decomposition for stock returns
Burton Hollifield; Gary Koop; Kai Li
| Year of publication: |
Oct. 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Hollifield, Burton (contributor) ; Koop, Gary (contributor) ; Li, Kai (contributor) |
| Institutions: | University of British Columbia / Finance Division (contributor) |
| Publisher: |
Vancouver, British Columbia : UBC Finance Div. |
| Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | VAR-Modell | VAR model | Kapitaleinkommen | Capital income |
| Extent: | Online-Ressource, 24 p., text |
|---|---|
| Series: | Finance working papers. - Vancouver, ZDB-ID 2753199-5. - Vol. 02,7 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001756563