Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
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Other versions of this item:
- Mun S. Ho & William R. M. Perraudin & Bent E. Sørensen, "undated". "Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps," Discussion Papers 92-03, University of Copenhagen. Department of Economics.
- Mun S Ho & William R M Perraudin & Bent E Sorensen, 1992. "Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps," CEPR Financial Markets Paper 0024, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..
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