Solving asset pricing models with Gaussian shocks (Q1128524)
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scientific article; zbMATH DE number 1189841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving asset pricing models with Gaussian shocks |
scientific article; zbMATH DE number 1189841 |
Statements
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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