Testing the consumption CAPM with heavy-tailed pricing errors

Macroeconomic Dynamics

Volumn 1, Issue 3, 1997, Pages 551-567

  Kocherlakota, Narayana R ^a  

^a FEDERAL RESERVE BANK OF MINNEAPOLIS   (United States)

Author keywords

Asset Pricing; Heavy Tails; Jackknife

Indexed keywords

EID: 0031376807     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s136510059700401x     Document Type: Article

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