Econometric specification of the risk neutral valuation model

E. Clement, Christian Gourieroux and Alain Monfort

Journal of Econometrics, 2000, vol. 94, issue 1-2, 117-143

Date: 2000
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Citations: View citations in EconPapers (6)

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Working Paper: Econometric specification of the risk neutral valuation model (1997)
Working Paper: Econometric Specification of the Risk Neutral Valuation Model (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:94:y:2000:i:1-2:p:117-143

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