Asset prices in affine real business cycle models
Year of publication: |
2014
|
---|---|
Authors: | Malkhozov, Aytek |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 45.2014, p. 180-193
|
Subject: | Approximation methods | Asset prices | Stochastic volatility | Real-Business-Cycle-Theorie | Real business cycle model | CAPM | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
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