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The independence axiom and asset returns
Epstein, Larry G.; Zin, Stanley E. - In: Journal of empirical finance 8 (2001) 5, pp. 537-572
Persistent link: https://www.econbiz.de/10001655354
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A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton; Koop, Gary; Li, Kai - In: Journal of empirical finance 10 (2003) 5, pp. 583-601
Persistent link: https://www.econbiz.de/10001806970
Cover Image
The independence axiom and asset returns
Epstein, Larry G.; Zin, Stanley E. - In: Journal of empirical finance 8 (2001) 5, pp. 537-572
Persistent link: https://www.econbiz.de/10007237666
Cover Image
A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton; Koop, Gary; Li, Kai - In: Journal of empirical finance 10 (2003) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10007232491