Asset pricing with incomplete information and fat tails
From MaRDI portal
Publication:1042357
DOI10.1016/j.jedc.2009.01.002zbMath1176.91044MaRDI QIDQ1042357
J. Huston McCulloch, Prasad V. Bidarkota, Brice V. Dupoyet
Publication date: 7 December 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.01.002
91B24: Microeconomic theory (price theory and economic markets)
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