Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
Research output: Working paper › Research
Standard
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps. / Sørensen, Bent E.; Ho, Mun S.; Perraudin, R.M.
Department of Economics, University of Copenhagen, 1992.Research output: Working paper › Research
Harvard
Sørensen, BE, Ho, MS & Perraudin, RM 1992 'Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps' Department of Economics, University of Copenhagen.
APA
Sørensen, B. E., Ho, M. S., & Perraudin, R. M. (1992). Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps. Department of Economics, University of Copenhagen.
Vancouver
Sørensen BE, Ho MS, Perraudin RM. Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps. Department of Economics, University of Copenhagen. 1992.
Author
Bibtex
@techreport{1186ea5074c711dbbee902004c4f4f50,
title = "Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps",
author = "S{\o}rensen, {Bent E.} and Ho, {Mun S.} and R.M. Perraudin",
year = "1992",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",
}
RIS
TY - UNPB
T1 - Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
AU - Sørensen, Bent E.
AU - Ho, Mun S.
AU - Perraudin, R.M.
PY - 1992
Y1 - 1992
M3 - Working paper
BT - Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
PB - Department of Economics, University of Copenhagen
ER -
ID: 161942