Testing for the presence of time-varying risk premium using a mean-conditional-variance optimization model
Yerima Lawan Ngama
| Year of publication: |
1994
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|---|---|
| Authors: | Ngama, Yerima Lawan |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 56.1994, 2, p. 189-208
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| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001161696