A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Mun S. Ho ; William R. M. Perraudin ; Bent E. Søorensen
| Year of publication: |
1996
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|---|---|
| Authors: | Ho, Mun |
| Other Persons: | Perraudin, William R. M. (contributor) ; Sørensen, Bent E. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 14.1996, 1, p. 31-43
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| Subject: | CAPM | Statistische Methodenlehre | Statistical theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | USA | United States | 1984-1989 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001203183