A dynamic equilibrium model for U-shaped pricing kernels (Q4554467)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6979498
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
14 November 2018
0 references
stock index
0 references
U-shaped pricing kernel
0 references
stochastic activity rate
0 references
aggregate consumption
0 references
physical distribution
0 references
risk-neutral distribution
0 references
realized variance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7247730493545532
0 references
0.7232617735862732
0 references
0.7099602222442627
0 references
0.7068890929222107
0 references
0.6997035145759583
0 references
