LEADER 00999nam0-22002771i-450- 001 990003139070403321 035 $a000313907 035 $aFED01000313907 035 $a(Aleph)000313907FED01 035 $a000313907 100 $a20000920d--------km-y0itay50------ba 101 0 $aita 102 $aIT 200 1 $aMultivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theorywith Conditional Heteroscedasticity and Jumps$fM.S. Ho, W.R.M. Perraudin, B.E. Sorensen 225 1 $aDAE Working Paper$fDepartment of Applied Economics, University of Cambridge Serie azzurra$v9211 702 1$aHo,$bMun S. 702 1$aPerraudin,$bWilliam R.M. 702 1$aSørensen,$bBent E. 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990003139070403321 952 $aPaper$fSES 959 $aSES 996 $aMultivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theorywith Conditional Heteroscedasticity and Jumps$9455574 997 $aUNINA DB $aING01