TESTING THE CONSUMPTION CAPM WITH HEAVY-TAILED PRICING ERRORS
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Publication:4233480
DOI10.1017/S136510059700401XzbMath0916.90031OpenAlexW2087718832MaRDI QIDQ4233480
Publication date: 21 July 1999
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s136510059700401x
Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)
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