A Bayesian analysis of a variance decomposition for stock returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Hollifield, Burton ; Koop, Gary ; Li, Kai |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 10.2003, 5, p. 583-601
|
| Publisher: |
Elsevier |