%0 Journal Article %1 Hollifield2003 %A Hollifield, Burton %A Koop, Gary %A Li, Kai %D 2003 %J Journal of Empirical Finance %K Vector autoregression %N 5 %P 583--601 %T A Bayesian analysis of a variance decomposition for stock returns %U http://www.sciencedirect.com/science/article/B6VFG-48HY3F2-1/1/590418e865b577e6a908394acffb9a94 %V 10

@article{Hollifield2003, added-at = {2008-04-23T22:05:04.000+0200}, author = {Hollifield, Burton and Koop, Gary and Li, Kai}, biburl = {https://www.bibsonomy.org/bibtex/26f58fe6bb82459d656e04dec008ec785/smicha}, interhash = {f39f4e14756103647125a71fb1fc4b4e}, intrahash = {6f58fe6bb82459d656e04dec008ec785}, journal = {Journal of Empirical Finance}, keywords = {Vector autoregression}, month = Dec, number = 5, pages = {583--601}, timestamp = {2008-04-23T22:16:27.000+0200}, title = {A Bayesian analysis of a variance decomposition for stock returns}, url = {http://www.sciencedirect.com/science/article/B6VFG-48HY3F2-1/1/590418e865b577e6a908394acffb9a94}, volume = 10, year = 2003 }