Solving asset pricing models with Gaussian shocks (Q1128524)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Solving asset pricing models with Gaussian shocks
scientific article

    Statements

    Solving asset pricing models with Gaussian shocks (English)
    0 references
    0 references
    13 August 1998
    0 references
    endowment economy
    0 references
    linear integral equation
    0 references
    asset pricing
    0 references
    first-order Gaussian autoregression
    0 references

    Identifiers