Empirical asset pricing with multi-period disaster risk: A simulation-based approach

dc.contributor.author	Grammig, Joachim
dc.contributor.author	Sönksen, Jantje
dc.date.accessioned	2021-08-31T06:40:52Z
dc.date.available	2021-08-31T06:40:52Z
dc.date.issued	2021
dc.identifier.issn	1872-6895
dc.identifier.uri	http://hdl.handle.net/10900/118359
dc.language.iso	en	de_DE
dc.publisher	Elsevier Science Sa	de_DE
dc.relation.uri	http://dx.doi.org/10.1016/j.jeconom.2020.08.001	de_DE
dc.subject.ddc	300	de_DE
dc.subject.ddc	330	de_DE
dc.subject.ddc	510	de_DE
dc.title	Empirical asset pricing with multi-period disaster risk: A simulation-based approach	de_DE
dc.type	Article	de_DE
utue.quellen.id	20210512015105_00044
utue.publikation.seiten	805-832	de_DE
utue.personen.roh	Soenksen, Jantje
utue.personen.roh	Grammig, Joachim
dcterms.isPartOf.ZSTitelID	Journal of Econometrics	de_DE
dcterms.isPartOf.ZS-Issue	1C	de_DE
dcterms.isPartOf.ZS-Volume	222	de_DE
utue.fakultaet	06 Wirtschafts- und sozialwissenschaftliche Fakultät	de_DE