Asset pricing with incomplete information and fat tails (Q1042357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asset pricing with incomplete information and fat tails |
scientific article; zbMATH DE number 5642993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with incomplete information and fat tails |
scientific article; zbMATH DE number 5642993 |
Statements
Asset pricing with incomplete information and fat tails (English)
0 references
7 December 2009
0 references
asset pricing
0 references
incomplete information
0 references
time-varying volatility
0 references
fat tails
0 references
stable distributions
0 references
0 references
0 references
0 references
0 references
