Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying - Archive ouverte HAL Access content directly
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying

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Robert J. Elliott
  • Function : Author
Dilip Madan
  • Function : Author
Hailiang Yang
  • Function : Author
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Dates and versions

hal-00610777 , version 1 (24-07-2011)

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  • HAL Id : hal-00610777 , version 1

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Marc Chesney, Robert J. Elliott, Dilip Madan, Hailiang Yang. Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. 1993. ⟨hal-00610777⟩

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