The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis

Citation

Durand, R.B., Maller, R A., Mueller, G. 2011, 'The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis', Journal of Empirical Finance, 18, 306--320.

Year

2011

ANU Authors

Field of Research

  • International Economics And International Finance

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