Asset pricing with incomplete information and fat tails (Q1042357): Difference between revisions

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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+Q5618987
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+The impact of fat tails on equilibrium rates of return and term premia
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+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
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+Further results on asset pricing with incomplete information
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+A note on some limitations of CRRA utility
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+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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+A simple general approach to inference about the tail of a distribution
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Determinants of stock market volatility and risk premia
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