Macroeconomic uncertainty prices when beliefs are tenuous
type: Item
instance of: scholarly article
title: Macroeconomic uncertainty prices when beliefs are tenuous
zbMATH Open document ID: 1471.91307
author: Lars Peter Hansen
author: Thomas J. Sargent
published in: Journal of Econometrics
publication date: 2021-05-04T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7343313
zbMATH Keywords: risk
zbMATH Keywords: robustness
zbMATH Keywords: model uncertainty
zbMATH Keywords: asset prices
zbMATH Keywords: relative and Chernoff entropy
MaRDI profile type: Publication
full work available at URL: j.jeconom.2019.11.010
OpenAlex ID: W2594228790
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DOI: 10.1016/J.JECONOM.2019.11.010
description: scientific article; zbMATH DE number 7343313