Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying: A Comment
| 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 10731945. - Vol. 6.1996, 1, p. 111-118
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