Empirical asset pricing with multi-period disaster risk: a simulation-based approach
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Publication:2024452
DOI10.1016/j.jeconom.2020.08.001zbMath1471.62499OpenAlexW3123459303MaRDI QIDQ2024452
Joachim Grammig, Jantje Sönksen
Publication date: 4 May 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.08.001
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