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  • Search: subject:"Generalized Geometric Brownian Motion"
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Year of publication
Subject
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Generalized Geometric Brownian Motion 2 Heteroskedasticity 2 Research Methods/ Statistical Methods 2 Scale Mixture of Normal Distributions 2
Online availability
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Free 2
Type of publication
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Article 2
Language
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English 1 Undetermined 1
Author
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Chen, Kim Heng 2 Fotopoulos, Stergios B. 2 Jandhyala, Venkata K. 2
Published in...
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Review of Applied Economics 1
Source
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BASE 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Nonlinear Properties of Multifactor Financial Models
Chen, Kim Heng; Jandhyala, Venkata K.; Fotopoulos, … - 2005
the generalized geometric Brownian motion, we develop a method whereby the log returns of a set of d-assets or portfolios …
Persistent link: https://www.econbiz.de/10009444682
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Cover Image
Nonlinear Properties of Multifactor Financial Models
Chen, Kim Heng; Jandhyala, Venkata K.; Fotopoulos, … - In: Review of Applied Economics 1 (2005) 2
the generalized geometric Brownian motion, we develop a method whereby the log returns of a set of d-assets or portfolios …
Persistent link: https://www.econbiz.de/10005256587
Saved in:
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