Testing for expected return and market price of risk in...

Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach

Jie Zhu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
79
Year:
2009
Language:
english
Pages:
21
DOI:
10.1016/j.matcom.2008.12.005
File:
PDF, 455 KB
english, 2009
Conversion to is in progress
Conversion to is failed