Premium
TESTING FOR THE PRESENCE OF TIME‐VARYING RISK PREMIUM USING A MEAN‐CONDITIONAL‐VARIANCE OPTIMIZATION MODEL †
Author(s) -
Ngama Yerima Lawan
Publication year - 1994
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1994.mp56002005.x
Subject(s) - citation , variance (accounting) , corporation , actuarial science , economics , insurance premium , econometrics , political science , law , accounting , finance