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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 .
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Bidarkota, Prasad V, Dupoyet, Brice V, Mcculloch, J Huston. (2005). Asset Pricing with Incomplete Information under Stable Shocks .
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cited authors
Bidarkota, Prasad V; Dupoyet, Brice V; Mcculloch, J Huston
authors
Bidarkota, Prasad
Dupoyet, Brice
publication date
September 1, 2005
Research
keywords
asset pricing
fat tails
incomplete information
stable distributions
time-varying volatility