Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 4, 2007, Pages 857-892

  Nardari, Federico ^a   Scruggs, John T ^b  

^a ARIZONA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 37849000467     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003422     Document Type: Article

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