Fingerprint
Dive into the research topics of 'Diffusion coefficient estimation and asset pricing when risk premia and sensitive are time varying'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Diffusion coefficient estimation and asset pricing when risk premia and sensitive are time varying
Marc Chesney, Robert Elliott*, Dilip Madan, Hailiang Yang
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review