The Lucas Orchard
From MaRDI portal
Publication:2857039
DOI10.3982/ECTA8446zbMath1274.91202MaRDI QIDQ2857039
Publication date: 31 October 2013
Published in: Econometrica (Search for Journal in Brave)
Fourier transform; comovement; complex analysis; disasters; multiple assets; cumulant-generating function; Lucas tree; small assets
91B54: Special types of economic markets (including Cournot, Bertrand)
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