A Bayesian analysis of a variance decomposition for stock returns

Burton Hollifield (), Gary Koop () and Kai Li

Journal of Empirical Finance, 2003, vol. 10, issue 5, pages 583-601

Date: 2003

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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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