Fat tails and spurious estimation of consumption‐based asset pricing models

Alexis Akira Toda and Kieran James Walsh

Journal of Applied Econometrics, 2017, vol. 32, issue 6, 1156-1177

Date: 2017
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Working Paper: Fat tails and spurious estimation of consumption-based asset pricing models (2017)
Working Paper: Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models (2016)
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