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Risk Premia and the Dynamic Covariance between Stock and Bond Returns
Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316
Persistent link: https://www.econbiz.de/10006694528
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Risk premia and the dynamic covariance between stock and bond returns
Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316
Persistent link: https://www.econbiz.de/10001766856
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Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
Nardari, Federico; Scruggs, John T. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 857-892
Persistent link: https://www.econbiz.de/10007891205
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Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions
Nardari, Frederico; Scruggs, John T. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 857-891
Persistent link: https://www.econbiz.de/10003586788