Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002)
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scientific article; zbMATH DE number 1106689
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| 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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0.98841655
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0.89450884
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0.88917285
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0.86994267
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0.8694933
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