Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
| Autor: | Rubén Lago-Balsalobre, Javier Rojo-Suárez, Ana B. Alonso-Conde |
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| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | The North American Journal of Economics and Finance. 66:101909 |
| ISSN: | 1062-9408 |
| DOI: | 10.1016/j.najef.2023.101909 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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