Estimating the instantaneous volatility and covariance of risky assets
Year of publication: |
1995
|
---|---|
Authors: | Chesney, Marc ; Elliott, Robert J. |
Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
Subject: | CAPM | Risiko | Risk | Theorie | Theory |
-
Optimum portfolio selection over the period 2016-2021 under South Korea : an empirical analysis
Kundu, Amit, (2022)
-
Seber, Akin, (2014)
-
M-Squared and ranking issues for risky assets
Baigent, G. Glenn, (2015)
- More ...
-
State space symmetry and two-factor option pricing models
Chesney, Marc, (1994)
-
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc, (1996)
-
Chesney, Marc, (1993)
- More ...