Solving asset pricing models with Gaussian shocks
type: Item
instance of: scholarly article
title: Solving asset pricing models with Gaussian shocks
zbMATH Open document ID: 0902.90017
DOI: 10.1016/S0165-1889(97)00075-4
author: Craig Burnside
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1189841
zbMATH Keywords: endowment economy
zbMATH Keywords: linear integral equation
zbMATH Keywords: asset pricing
zbMATH Keywords: first-order Gaussian autoregression
MaRDI profile type: Publication
cites work: Multivariate estimates of the permanent components of GNP and stock prices
cites work: Projection methods for solving aggregate growth models
cites work: Asset Prices in an Exchange Economy
cites work: Q4771171
cites work: Q4403557
cites work: Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
full work available at URL: s0165-1889(97)00075-4
OpenAlex ID: W1995380544
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1189841