Solving asset pricing models with Gaussian shocks (Q1128524)

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scientific article; zbMATH DE number 1189841
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English
Solving asset pricing models with Gaussian shocks
scientific article; zbMATH DE number 1189841

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