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https://hec.hal.science/hal-00610777
Submitted on : Sunday, July 24, 2011-9:50:48 PM
Last modification on : Friday, March 24, 2023-2:52:54 PM
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- HAL Id : hal-00610777 , version 1
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Marc Chesney, Robert J. Elliott, Dilip Madan, Hailiang Yang. Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. 1993. ⟨hal-00610777⟩
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