Asset Pricing with Incomplete Information under Stable Shocks Article

Bidarkota, Prasad V, Dupoyet, Brice V, Mcculloch, J Huston. (2005). Asset Pricing with Incomplete Information under Stable Shocks .

cited authors

  • Bidarkota, Prasad V; Dupoyet, Brice V; Mcculloch, J Huston

authors

publication date

  • September 1, 2005

keywords

  • asset pricing
  • fat tails
  • incomplete information
  • stable distributions
  • time-varying volatility