Fat tails and spurious estimation of consumption-based...

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

Toda, Alexis Akira, Walsh, Kieran James
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Year:
2017
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.1002/jae.2564
File:
PDF, 3.82 MB
english, 2017
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