Fat tails and spurious estimation of consumption‐based asset pricing models
Alexis Akira Toda, Kieran James Walsh
| Year of publication: |
September/October 2017
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|---|---|
| Authors: | Akira Toda, Alexis ; Walsh, Kieran |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 6, p. 1156-1177
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| Subject: | consumption-based CAPM | generalized method of moments | heterogeneous-agent model | power law | CAPM | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2564 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011862571