What Difference Fat Tails Make: A Bayesian MCMC Estimation of Empirical Asset Pricing Models

2013 ◽  
Author(s):  
Paskalis Glabadanidis
Keyword(s):  
Asset Pricing ◽  
Empirical Asset Pricing ◽  
Fat Tails ◽  
Pricing Models ◽  
Bayesian Mcmc ◽  
Asset Pricing Models ◽  
Mcmc Estimation

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
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