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

2017 ◽  
Vol 32 (6) ◽  
pp. 1156-1177 ◽  
Author(s):  
Alexis Akira Toda ◽  
Kieran James Walsh
Keyword(s):  
Asset Pricing ◽  
Fat Tails ◽  
Pricing Models ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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