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)
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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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Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucsdec:qt8df3x7gw
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