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Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
Authors
Mun S. Ho
R.M. Perraudin
Bent E. Sørensen
Publication date
1 January 1992
Publisher
Department of Economics, University of Copenhagen
Abstract
Abstract is not available.
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Last time updated on 18/12/2019
