Testing for the presence of time-varying risk premium using a mean-conditional-variance optimization model
Year of publication: |
1994
|
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Authors: | Ngama, Yerima Lawan |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 56.1994, 2, p. 189-208
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Theorie | Theory |
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