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Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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A semiautoregression approach to the arbitrage pricing theory
Mei, Jianping - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 599-620
Persistent link: https://www.econbiz.de/10001152171
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Return generating process and the determinants of term premiums
Elton, Edwin J. - In: Journal of banking & finance 20 (1996) 7, pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894