Pages that link to "Item:Q4372002"
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The following pages link to Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002):
Displaying 5 items.
- Testing for long-term memory in yen/dollar exchange rate (Q1000360) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)