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Journal of Financial and Quantitative Analysis Vol. 29 No. 1 1994

Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices

Harry J. Turtle; Adolf Buse; Bob Korkie

Abstract

Harry Turtle, Adolf Buse, Bob Korkie, Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices, The Journal of Financial and Quantitative Analysis, Vol. 29, No. 1 (Mar., 1994), pp. 15-29

DOI
10.2307/2331188
Volume
29
Issue
1
Pages
15
Sources
crossref openalex

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