TESTING FOR THE PRESENCE OF TIME-VARYING RISK PREMIUM USING A MEAN-CONDITIONAL-VARIANCE OPTIMIZATION MODEL
Yerima Lawan NgamaVolume:
56
Year:
1994
Language:
english
Pages:
20
DOI:
10.1111/j.1468-0084.1994.mp56002005.x
File:
PDF, 196 KB
english, 1994