Identification of beliefs in the presence of disaster risk and misspecification
Saraswata Chaudhuri, Eric Renault and Oscar Wahlstrom
| Year of publication: |
2023
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|---|---|
| Authors: | Chaudhuri, Saraswata ; Renault, Eric ; Wahlstrom, Oscar |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 261-290
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| Subject: | Asset pricing | beliefs distortion | disaster risk | misspecification | empirical likelihood | equity premium puzzle | Risikoprämie | Risk premium | Katastrophe | Disaster | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Risiko | Risk | Erwartungsbildung | Expectation formation | Modellierung | Scientific modelling | Börsenkurs | Share price | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315375