Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
| Year of publication: |
2007
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|---|---|
| Authors: | Nardari, Federico ; Scruggs, John T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 42.2007, 4, p. 857-892
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