Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002): Difference between revisions
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Revision as of 16:33, 5 March 2024
scientific article; zbMATH DE number 1106689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> |
scientific article; zbMATH DE number 1106689 |
Statements
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (English)
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5 April 1998
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exponential of a scalar diffusion
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minimum variance estimator
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