00999nam0-22002771i-450-990003139070403321000313907FED01000313907(Aleph)000313907FED0100031390720000920d--------km-y0itay50------baitaITMultivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theorywith Conditional Heteroscedasticity and JumpsM.S. Ho, W.R.M. Perraudin, B.E. SorensenDAE Working PaperDepartment of Applied Economics, University of Cambridge Serie azzurra9211Ho,Mun S.Perraudin,William R.M.Sørensen,Bent E.ITUNINARICAUNIMARCBK990003139070403321PaperSESSESMultivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theorywith Conditional Heteroscedasticity and Jumps455574UNINAING01