A Bayesian Analysis of a Variance Decomposition for Stock Returns

2002 ◽  
Author(s):  
Burton Hollifield ◽  
Gary Koop ◽  
Kai NMI2 Li
Keyword(s):  
Bayesian Analysis ◽  
Stock Returns ◽  
Variance Decomposition

A Bayesian analysis of a variance decomposition for stock returns

2003 ◽  
Vol 10 (5) ◽  
pp. 583-601 ◽  
Author(s):  
Burton Hollifield ◽  
Gary Koop ◽  
Kai Li
Keyword(s):  
Bayesian Analysis ◽  
Stock Returns ◽  
Variance Decomposition

scholarly journals A Variance Decomposition for Stock Returns

1991 ◽  
Vol 101 (405) ◽  
pp. 157 ◽  
Author(s):  
John Y. Campbell
Keyword(s):  
Stock Returns ◽  
Variance Decomposition

Bayesian analysis of the distribution of volatility of daily stock returns

2005 ◽  
Vol 4 (2) ◽  
Author(s):  
Adolpho Walter Pimazoni Canton ◽  
Alessandra Montini Ventura
Keyword(s):  
Bayesian Analysis ◽  
Stock Returns ◽  
Daily Stock Returns
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