"Testing for expected return and market price of risk in Chinese A and B ..."

Jie Zhu (2009)

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DOI: 10.1016/J.MATCOM.2008.12.005

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type: Journal Article

metadata version: 2020-03-04

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Jie Zhu:
Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach. Math. Comput. Simul. 79(8): 2633-2653 (2009)

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