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Asset trading volume with dynamically complete markets and heterogenous agents
Judd, Kenneth L., (2000)
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki, (2007)
Multivariate GARCH with dynamic beta
Raddant, Matthias, (2022)
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L., (1999)
Computing equilibria in infinite-horizon finance economies : the case of one asset