Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying : a comment
Sergio Pastorello
| Year of publication: |
1996
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| Authors: | Pastorello, Sergio |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 6.1996, 1, p. 111-117
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| Subject: | CAPM | Schätztheorie | Estimation theory | Volatilität | Volatility | Risikoprämie | Risk premium |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001201642