Empirical asset pricing with multi-period disaster risk: A simulation-based approach

Author:

Soenksen, Jantje; Grammig, Joachim

Tübinger Autor(en):

Published in:

Journal of Econometrics (2021), Bd. 222, H. 1C, S. 805-832

Verlagsangabe:

Elsevier Science Sa

Language:

English

Full text:

ISSN:

1872-6895

DDC Classifikation:

300 - Social sciences, sociology and anthropology
330 - Economics
510 - Mathematics

Dokumentart:

Article

This item appears in the following Collection(s)