Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
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Publication:4962973
DOI10.1093/qje/qjs001zbMath1400.91660OpenAlexW2114859981MaRDI QIDQ4962973
Publication date: 6 November 2018
Published in: The Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/qje/qjs001
Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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