Market price of risk estimation: Does distribution matter? (Q5039786)
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scientific article; zbMATH DE number 7596336
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| English | Market price of risk estimation: Does distribution matter? |
scientific article; zbMATH DE number 7596336 |
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Market price of risk estimation: Does distribution matter? (English)
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4 October 2022
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risk premium
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two-sided distributions
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generalized error distribution
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generalized \(t\)
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Laplace
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type III logistic
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