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
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: 2009DOI: 10.1016/j.matcom.2008.12.005
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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
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| contributor author | Jie Zhu | |
| date accessioned | 2020-03-15T04:37:18Z | |
| date available | 2020-03-15T04:37:18Z | |
| date issued | 2009 | |
| identifier other | P1ZAUBfyTKw9PxKEypuh2WABr26n1qFzEh0m1IRaI2jKJxOgYR.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/1844998?locale-attribute=en | |
| format | general | |
| language | English | |
| title | 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 | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 13033375 | |
| identifier doi | 10.1016/j.matcom.2008.12.005 | |
| coverage | Academic | |
| pages | 2633-2653 | |
| journal volume | 79 | |
| journal issue | 8 | |
| filesize | 466148 | |
| citations | 1 |