Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty
Year of publication: |
[2016]
|
---|---|
Authors: | Straub, Ludwig ; Ulbricht, Robert |
Publisher: |
[Toulouse] : Toulouse School of Economics |
Subject: | Cross-sectional dispersion | endogenous uncertainty | monotone likelihood ratio property | nonlinear transformations | risk | second moments | volatility | Volatilität | Volatility | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Momentenmethode | Method of moments |
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