Empirical asset pricing with multi-period disaster risk: a simulation-based approach
type: Item
instance of: scholarly article
title: Empirical asset pricing with multi-period disaster risk: a simulation-based approach
zbMATH Open document ID: 1471.62499
author: Jantje Sönksen
author: Joachim Grammig
published in: Journal of Econometrics
publication date: 2021-05-04T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7343291
zbMATH Keywords: empirical asset pricing
zbMATH Keywords: multi-period disasters
zbMATH Keywords: simulation-based estimation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2020.08.001
OpenAlex ID: W3123459303
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DOI: 10.1016/J.JECONOM.2020.08.001
description: scientific article; zbMATH DE number 7343291