A robust general equilibrium stochastic volatility model with recursive preference investors
Weidong Xu, Hongyi Li and Chongfeng Wu
| Year of publication: |
2011
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|---|---|
| Authors: | Xu, Weidong ; Li, Hongyi ; Wu, Chongfeng |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 12.2011, 2, p. 217-231
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| Subject: | Risikoprämie | Risk premium | Entscheidung unter Risiko | Decision under risk | Allgemeines Gleichgewicht | General equilibrium | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009425023