Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?
| Year of publication: |
1991
|
|---|---|
| Authors: | Bonomo, m. ; Garcia, r. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | economic equilibrium | economic models | pricing |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 36 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729599