Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Yu ; Cosimano, Thomas ; Himonas, Alex |
| Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 3, p. 305-344
|
| Publisher: |
Springer |
| Subject: | Analyticity | Asset pricing | Habits |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005542183