Doubts and variability: a robust perspective on exotic consumption series
type: Item
instance of: scholarly article
title: Doubts and variability: a robust perspective on exotic consumption series
zbMATH Open document ID: 1422.91280
author: Xianqiang Yang
published in: Journal of Economic Theory
publication date: 2018-05-29T00:00:00Z
full work available at URL: wp2013-28.pdf
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 6875955
zbMATH Keywords: ambiguity
zbMATH Keywords: robustness
zbMATH Keywords: uncertainty
zbMATH Keywords: disasters
zbMATH Keywords: asset pricing
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
OpenAlex ID: W2104282631
cites work: Doubts or variability?
cites work: Rare Disasters and Asset Markets in the Twentieth Century*
cites work: Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
cites work: Robust risk measurement and model risk
cites work: Robustness
cites work: Fragile beliefs and the price of uncertainty
cites work: Ambiguity, learning, and asset returns
cites work: Axiomatic Foundations of Multiplier Preferences
DOI: 10.1016/J.JET.2018.02.007
description: scientific article; zbMATH DE number 6875955