Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying

✍ Scribed by Marc Chesney; Robert J. Elliott; Dilip Madan; Hailiang Yang

• Book ID: 111042957
• Publisher: John Wiley and Sons
• Year: 1993
• Tongue: English
• Weight: 563 KB
• Volume: 3
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.1993.tb00080.x