A long-run risks model of asset pricing with fat tails (Q3585386)
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scientific article; zbMATH DE number 5773427
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| English | A long-run risks model of asset pricing with fat tails |
scientific article; zbMATH DE number 5773427 |
Statements
A Long-Run Risks Model of Asset Pricing with Fat Tails* (English)
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19 August 2010
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0.8582907319068909
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0.7909009456634521
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0.7368267774581909
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0.7312185168266296
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0.7268890142440796
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