Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps

M. S. Ho, W. R. M. Perraudin and B. E. Sørensen

Year of publication:	1992
Authors:	Ho, Mun ; Perraudin, William R. M. ; Sørensen, Bent E.
Publisher:	Cambridge : Univ. of Cambridge, Dep. of Applied Economics
Subject:	CAPM \| Schätztheorie \| Estimation theory \| Arbitrage Pricing \| Arbitrage pricing \| Zeitreihenanalyse \| Time series analysis

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