Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing (Q1624115)
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scientific article; zbMATH DE number 6979856
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing |
scientific article; zbMATH DE number 6979856 |
Statements
Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing (English)
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15 November 2018
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long run risks
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fourth-degree risk dominance
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temperance
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edginess
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recursive utility
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kurtosis ratio
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0.7538800239562988
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0.7371753454208374
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0.7131498456001282
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0.7118613719940186
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0.7106834053993225
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