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1
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Ho, Mun S.
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000137146
Saved in:
2
Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000901770
Saved in:
3
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000838347
Saved in:
4
Cheats, banks and liquidity constraints
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1989
Persistent link: https://www.econbiz.de/10000760148
Saved in:
5
The credit-constrained consumer : an empirical study of demand and supply in the loan market
Perraudin, William R. M.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 179-192
Persistent link: https://www.econbiz.de/10001124467
Saved in:
6
A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
Saved in:
7
The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.
;
Sørensen, Bent E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
Saved in:
8
Multivariate tests of a continous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
-
1992
Persistent link: https://www.econbiz.de/10013444286
Saved in:
9
Structured credit products : pricing, rating, risk management and Basel II
Perraudin, William R. M.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003190626
Saved in:
10
Inflation and portfolio choice
Perraudin, William R. M.
- In:
Staff papers / International Monetary Fund
34
(
1987
)
4
,
pp. 739-759
Persistent link: https://www.econbiz.de/10001039897
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