Bayesian Analysis of Linear Factor Models with Latent...

Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions

Federico Nardari and John T. Scruggs
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Volume:
42
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/27647327
Date:
December, 2007
File:
PDF, 2.88 MB
english, 2007
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