http://ir.sinica.edu.tw/handle/201000000A/41351
Title: | A note on the Sharpe ratio for a class of generalized stochastic volatility processes | Authors: | Ho, Hwai-Chung Yang, Peiyu |
Issue Date: | 2007-12-01 | Relation: | Journal of the Chinese Statistical Association 45(4), 340-354 | URI: | http://ir.sinica.edu.tw/handle/201000000A/41351 | URL: | http://www.airitilibrary.com/Publication/alPublicationJournal?PublicationID=05296528&IssueID=61014 |
Appears in Collections: | 統計科學研究所 |
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