Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty
Ludwig Straub, Robert Ulbricht
| Year of publication: |
2019
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|---|---|
| Authors: | Straub, Ludwig ; Ulbricht, Robert |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 183.2019, p. 625-660
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| Subject: | Cross-sectional dispersion | Endogenous uncertainty | Monotone likelihood ratio property | Nonlinear transformations | Risk | Second moments | Risiko | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2019.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131380