Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823): Difference between revisions

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+https://doi.org/10.1007/s10436-007-0079-x
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+W2046278716
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+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
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+Solving asset pricing models with Gaussian shocks
@@ Property / cites work: Solving asset pricing models with Gaussian shocks / rank @@
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+Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
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+Q4230831
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+A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE
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+Q3342799
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+Q4794152
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+Q4403557
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+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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+Exact solution of asset pricing models with arbitrary shock distributions
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