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Continuous time international arbitrage pricing : theory and estimation
Perraudin, William R. M.
;
Sørensen, Bent E.
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1994
Persistent link: https://www.econbiz.de/10000147748
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Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Ho, Mun
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Perraudin, William R. M.
;
Sørensen, Bent E.
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1992
Persistent link: https://www.econbiz.de/10000137146
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