Market price of risk estimation: Does distribution matter? (Q5039786)
From MaRDI portal
scientific article; zbMATH DE number 7596336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market price of risk estimation: Does distribution matter? |
scientific article; zbMATH DE number 7596336 |
Statements
Market price of risk estimation: Does distribution matter? (English)
0 references
4 October 2022
0 references
risk premium
0 references
two-sided distributions
0 references
generalized error distribution
0 references
generalized \(t\)
0 references
Laplace
0 references
type III logistic
0 references
0 references
0 references
0 references
0 references
