SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE (Q5483953): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Time to Build and Aggregate Fluctuations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Generalized spectral estimation of the consumption-based asset pricing model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications / rank | |||
Normal rank | |||
Revision as of 18:38, 24 June 2024
scientific article; zbMATH DE number 5048979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE |
scientific article; zbMATH DE number 5048979 |
Statements
SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE (English)
0 references
24 August 2006
0 references
equity premium puzzle
0 references
habit formation
0 references
capital adjustment cost
0 references
spectral analysis
0 references
