DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT

✍ Scribed by Sergio Pastorello

• Book ID: 111043005
• Publisher: John Wiley and Sons
• Year: 1996
• Tongue: English
• Weight: 347 KB
• Volume: 6
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.1996.tb00114.x