Asset pricing with incomplete information and fat tails (Q1042357)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asset pricing with incomplete information and fat tails |
scientific article |
Statements
Asset pricing with incomplete information and fat tails (English)
0 references
7 December 2009
0 references
asset pricing
0 references
incomplete information
0 references
time-varying volatility
0 references
fat tails
0 references
stable distributions
0 references
0 references
0 references
0 references
0 references