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From measure changes to time changes in asset pricing
Affiliation:1. Department of Management, Faculté des sciences de l’administration, Université Laval, Quebec City, Quebec G1V 0A6, Canada;2. Department of Agricultural and Resource Economics, University of California-Davis, Davis, CA 95616, USA;3. Department of Finance, Insurance, and Real Estate, Faculté des sciences de l’administration, Université Laval, Quebec City, Quebec G1V 0A6, Canada;1. School of Science, Tianjin University of Commerce, Tianjin 300134, China;2. Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken NJ 07030, USA;1. Department of Statistics, London School of Economics, Houghton Street, London WC2A 2AE, United Kingdom;2. Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University, Sydney NSW 2109, Australia;3. Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, Fujian 361005, China;4. MOE Key Laboratory of Econometrics, Xiamen University, Xiamen, Fujian 361005, China;1. Discipline of Finance, School of Business, Yonsei University, 50 Yonsei-ro Seodaemun-gu, Seoul 120-749, Republic of Korea;2. Department of Statistics, Keimyung University, 1095 Dalgubeol-daero, Daegu 704-701, Republic of Korea
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