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

Alexis Akira Toda and Kieran James Walsh

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Keywords: Social; and; Behavioral; Sciences (search for similar items in EconPapers)
Date: 2017-01-01
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (19)

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Related works:
Journal Article: 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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