A Long-Run Risks Model of Asset Pricing with Fat Tails*
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Publication:3585386
DOI10.1093/ROF/RFP015zbMath1193.91186OpenAlexW2010114158MaRDI QIDQ3585386
Zhiguang Wang, Prasad V. Bidarkota
Publication date: 19 August 2010
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.fiu.edu/economics_wps/38
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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