Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps

Publikation: Working paperForskning

  • Bent E. Sørensen
  • Mun S. Ho
  • R.M. Perraudin
OriginalsprogEngelsk
UdgiverDepartment of Economics, University of Copenhagen
Antal sider44
StatusUdgivet - 1992

ID: 161942