Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
by George Tauchen and Robert Hussey
| Year of publication: |
1991
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|---|---|
| Authors: | Tauchen, George Eugene |
| Other Persons: | Hussey, Robert Miller (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 59.1991, 2, p. 371-396
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| Subject: | CAPM | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Markov-Kette | Markov chain |
| 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/10001101891