Wang, Zhiguang (Gerald); Bidarkota, Prasad V. A long-run risks model of asset pricing with fat tails. (English) Zbl 1193.91186 Rev. Finance 14, No. 3, 409-449 (2010). MSC: 91G70 91B25 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bidarkota, Prasad V.; Dupoyet, Brice V.; McCulloch, J. Huston Asset pricing with incomplete information and fat tails. (English) Zbl 1176.91044 J. Econ. Dyn. Control 33, No. 6, 1314-1331 (2009). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Bidarkota, Prasad V.; Dupoyet, Brice V. The impact of fat tails on equilibrium rates of return and term premia. (English) Zbl 1163.91528 J. Econ. Dyn. Control 31, No. 3, 887-905 (2007). MSC: 91B84 62G32 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bidarkota, Prasad V.; Dupoyet, Brice V. Intrinsic bubbles and fat tails in stock prices: a note. (English) Zbl 1133.91022 Macroecon. Dyn. 11, No. 3, 405-422 (2007). MSC: 91G30 × Cite Format Result Cite Review PDF
Bidarkota, Prasad V. On the economic impact of modeling nonlinearities: the asset pricing example. (English) Zbl 1102.91045 Macroecon. Dyn. 10, No. 1, 56-76 (2006). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Bidarkota, Prasad V.; McCulloch, J. Huston Consumption asset pricing with stable shocks—exploring a solution and its implications for mean equity returns. (English) Zbl 1029.91025 J. Econ. Dyn. Control 27, No. 3, 399-421 (2003). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI