Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps

Research output: Working paper › Research

  • Bent E. Sørensen
  • Mun S. Ho
  • R.M. Perraudin
Original languageEnglish
PublisherDepartment of Economics, University of Copenhagen
Number of pages44
Publication statusPublished - 1992

ID: 161942