Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying

[Chambre de Commerce et d'Industrie de Paris]. Marc Chesney ...

Year of publication:	1993
Other Persons:	Chesney, Marc (contributor)
Institutions:	Chambre de commerce et d'industrie de Paris (contributor)
Publisher:	Paris
Subject:	CAPM \| Schätztheorie \| Estimation theory \| Volatilität \| Volatility \| Risikoprämie \| Risk premium

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