Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps.
| Year of publication: |
1992
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|---|---|
| Authors: | Ho, M.S. ; Perraudin, W.R.M. ; Sorensen, B.E. |
| Institutions: | Faculty of Economics, University of Cambridge |
| Subject: | pricing | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 41 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005647404