A dynamic equilibrium model for U-shaped pricing kernels (Q4554467): Difference between revisions
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scientific article; zbMATH DE number 6979498
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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