Research on Arbitrage Pricing Model Having Persistence in Variance

Han Dong LI;Shi Ying ZHANG

Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (6) : 39-44.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (6) : 39-44. DOI: 10.12011/1000-6788(2002)6-39
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Research on Arbitrage Pricing Model Having Persistence in Variance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2002, 22(6): 39-44 https://doi.org/10.12011/1000-6788(2002)6-39

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