Generalized Entropy and Model Uncertainty
Year of publication: |
2017
|
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Authors: | Meyer-Gohde, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | model uncertainty | robust control | recursive preferences | equity premium puzzle | Tsallis entropy |
Series: | SFB 649 Discussion Paper ; 2017-017 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 895457946 [GVK] hdl:10419/169207 [Handle] RePEc:hum:wpaper:sfb649dp2017-017 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E17 - Forecasting and Simulation |
Source: |
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