Open AccessInference on Risk Premia in Continuous-Time Asset Pricing Models
Author(s) -
Yacine Aı̈t-Sahalia,
Jean Jacod,
Dacheng Xiu
Publication year - 2020
Language(s) - English
Resource type - Reports
DOI - 10.3386/w28140
Subject(s) - capital asset pricing model , risk premium , inference , econometrics , consumption based capital asset pricing model , economics , asset (computer security) , financial economics , computer science , artificial intelligence , computer security