Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002)
From MaRDI portal
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)
0 references
5 April 1998
0 references
exponential of a scalar diffusion
0 references
minimum variance estimator
0 references
