ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK

Authors
GHYSELS E
Citation
E. Ghysels, ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK, The Journal of finance, 51(3), 1996, pp. 1042-1043
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
51
Issue
3
Year of publication
1996
Pages
1042 - 1043
Database
ISI
SICI code
0022-1082(1996)51:3<1042:OSFSIT>2.0.ZU;2-J