EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Multivariate asset pricing models"
Narrow search

Narrow search

Year of publication
Subject
All
CAPM 1 Calibration 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate asset pricing models 1 Sato processes 1 Space-scaled self-decomposable laws 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Boen, Lynn 1 Guillaume, Florence 1
Published in...
All
Quantitative finance 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Building multivariate Sato models with linear dependence
Boen, Lynn; Guillaume, Florence - In: Quantitative finance 19 (2019) 4, pp. 619-645
Persistent link: https://www.econbiz.de/10012194701
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...