A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001)
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scientific article; zbMATH DE number 1106688
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| English | A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle |
scientific article; zbMATH DE number 1106688 |
Statements
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (English)
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21 January 1998
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risk premiums
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jumps in consumption
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equity premium puzzle
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diffusion model
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0.8254620432853699
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0.816562831401825
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0.795799195766449
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0.789244532585144
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0.7871392965316772
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