The Lucas Orchard (Q2857039)

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The Lucas Orchard
scientific article

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    title
    The Lucas Orchard (English)
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    DOI
    10.3982/ECTA8446
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    author
    Ian W. R. Martin
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    published in
    Econometrica
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    publication date
    31 October 2013
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    zbMATH DE Number
    6221448
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    zbMATH Keywords
    comovement
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    multiple assets
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    small assets
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    disasters
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    Lucas tree
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    Fourier transform
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    complex analysis
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    cumulant-generating function
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