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The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M., (2000)
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun, (1992)
Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M., (1994)