A dynamic equilibrium model for U-shaped pricing kernels (Q4554467): Difference between revisions

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Latest revision as of 09:04, 17 July 2024

scientific article; zbMATH DE number 6979498
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English
A dynamic equilibrium model for U-shaped pricing kernels
scientific article; zbMATH DE number 6979498

    Statements

    A dynamic equilibrium model for U-shaped pricing kernels (English)
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    14 November 2018
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    stock index
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    U-shaped pricing kernel
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    stochastic activity rate
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    aggregate consumption
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    physical distribution
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    risk-neutral distribution
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    realized variance
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