An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model

An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model
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Publisher :
Total Pages : 158
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ISBN-10 : OCLC:37286466
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Book Synopsis An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model by : Hongqing Chen

Download or read book An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model written by Hongqing Chen and published by . This book was released on 1996 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk m