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Contribution Details

Type Conference Presentation
Scope Discipline-based scholarship
Title Because all Moments Matter: Maximum Likelihood Estimation of Long-Run Risk Models
Organization Unit
Authors
  • Gregor Philipp Reich
  • Ole Wilms
Presentation Type paper
Item Subtype Original Work
Refereed Yes
Status Published electronically before print/final form (Epub ahead of print)
Language
  • English
Event Title Stanford Institute for Theoretical Economics, Session 7 (Asset Pricing Theory and Computation)
Event Type conference
Event Location Stanford University
Event Start Date August 18 - 2019
Event End Date August 20 - 2019
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