Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Marc Chesney ..
| Year of publication: |
1993
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|---|---|
| Authors: | Chesney, Marc ; Elliott, Robert J. ; Madan, Dilip B. ; Yang, Hailiang |
| 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. 3.1993, 2, p. 85-99
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| Subject: | CAPM | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
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| Series: | |
| 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/10001333352