Multivariate tests of a continous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Mun S. Ho; William R. M. Perraudin and Bent E. Sørensen
| Year of publication: |
1992
|
|---|---|
| Authors: | Ho, Mun |
| Other Persons: | Perraudin, William R. M. (contributor) ; Sørensen, Bent E. (contributor) |
| Institutions: | Centre for Economic Policy Research (contributor) |
| Publisher: |
London : Centre for Economic Policy Research [u.a.] |
| Subject: | CAPM | Schätztheorie | Estimation theory | Arbitrage Pricing | Arbitrage pricing |
| Extent: | 41 S. |
|---|---|
| Series: | Working paper series of the network in financial markets. - London, ISSN 0960-913X, ZDB-ID 2510342-8. - Vol. 24 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013444286