Ambiguity and Volatility: Asset Pricing Implications

Beatrice Pataracchia

No 2011-042, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Ambiguity aversion; volatility; asset pricing puzzles; robustness (search for similar items in EconPapers)
Date: 2011
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Working Paper: Ambiguity and Volatility: Asset Pricing Implications (2011)
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