Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Macroeconomic uncertainty prices when beliefs are tenuous |
scientific article |
Statements
Macroeconomic uncertainty prices when beliefs are tenuous (English)
0 references
4 May 2021
0 references
risk
0 references
robustness
0 references
model uncertainty
0 references
asset prices
0 references
relative and Chernoff entropy
0 references
0 references
0 references
