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A generalised Bayesian model of market microstructure behaviour applied to the market in Irish government securities
Dunne, Peter G. - In: International Review of Financial Analysis 9 (2000) 4, pp. 369-388
Persistent link: https://www.econbiz.de/10005221958
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Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Dunne, Peter G. - In: International Review of Financial Analysis 8 (1999) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10005229116