Mathematical finance. 1993;3(2):85-99. doi: 10.1111/j.1467-9965.1993.tb00080.x Q22.42025

Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying

DOI: 10.1111/j.1467-9965.1993.tb00080.x

摘要

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