Market price of risk estimation: Does distribution matter?
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Publication:5039786
DOI10.1080/03610926.2021.1872643OpenAlexW3123039479MaRDI QIDQ5039786
Panayiotis Theodossiou, Christos S. Savva
Publication date: 4 October 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1872643
Laplacerisk premiumgeneralized error distributiongeneralized \(t\)two-sided distributionstype III logistic
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Cites Work
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