2 results
Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 42 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 06 April 2009, pp. 857-891
- Print publication:
- December 2007
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Risk Premia and the Dynamic Covariance between Stock and Bond Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
- Published online by Cambridge University Press:
- 06 April 2009, pp. 295-316
- Print publication:
- June 2003
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