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

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

Original language	English
Pages (from-to)	306-320
Journal	Journal of Empirical Finance
Volume	18
DOIs	https://doi.org/10.1016/j.jempfin.2010.11.003
Publication status	Published - 2011

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@article{b92e27329076429bad1f14e8ad445fdd,

title = "The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis",

author = "G. M{\"u}ller and Robert Durand and R.A. Maller",

year = "2011",

doi = "10.1016/j.jempfin.2010.11.003",

language = "English",

volume = "18",

pages = "306--320",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

}