Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
By: M.S. Ho, W.R.M. Perraudin and B.E. Søorensen.
Contributors: Perraudin, William R. M.; Søorensen, B. E.
Series: DAE working paper -- no.9211
Publisher: University of Cambridge, Department of Applied Economics
Published: 1992
Place of publication: Cambridge
Language: eng