Fat tails and spurious estimation of consumption-based asset pricing models
Alexis Akira Toda, Kieran James Walsh
| Year of publication: |
November 17, 2016
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| Authors: | Akira Toda, Alexis ; Walsh, Kieran |
| Publisher: |
San Diego : Department of Economics, UC SD |
| Subject: | consumption-based CAPM | generalized method of moments | heterogeneous-agent model | power law | CAPM | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income |
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | eScholarship, University of California 2017-01-01 |
| Research data: | |
| Other identifiers: | 10.2139/ssrn.2495151 [DOI] 10.1002/jae.2564 [DOI] 10.2139/ssrn.24951514LF [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011798055