A Bayesian analysis of a variance decomposition for stock returns

  • Hollifield B
  • Koop G
  • Li K
  • 2


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Author-supplied keywords

  • 1-412-
  • 1-412-268-6505
  • corresponding author
  • fax
  • initial conditions
  • nonlinear functions
  • pa 15213
  • pittsburgh
  • priors
  • schenley park
  • tel
  • usa
  • vector autoregression

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  • Burton Hollifield

  • Gary Koop

  • Kai Li

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