Pages that link to "Item:Q1853226"
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The following pages link to Exact solution of asset pricing models with arbitrary shock distributions (Q1853226):
Displaying 9 items.
- Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
- Predictability and habit persistence (Q959671) (← links)
- Solving asset pricing models with stochastic volatility (Q1624055) (← links)
- Huggett economies with multiple stationary equilibria (Q1655773) (← links)
- On the existence of expected utility with CRRA under STUR (Q1927488) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
- A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE (Q5483957) (← links)
- ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE (Q5489152) (← links)
