A Note On The Exact Solution Of Asset Pricing Models With Habit Persistence
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Cited by:
- Yu Chen & Thomas Cosimano & Alex Himonas, 2008. "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, vol. 4(3), pages 305-344, July.
- de Groot, Oliver, 2015.
"Solving asset pricing models with stochastic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 308-321.
- Oliver de Groot, 2014. "Solving asset pricing models with stochastic volatility," Finance and Economics Discussion Series 2014-71, Board of Governors of the Federal Reserve System (U.S.).
- Walter Pohl & Karl Schmedders & Ole Wilms, 2018.
"Higher Order Effects in Asset Pricing Models with Long‐Run Risks,"
Journal of Finance, American Finance Association, vol. 73(3), pages 1061-1111, June.
- Ole Wilms & Karl Schmedders & Walt Pohl, 2016. "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers 306, Society for Economic Dynamics.
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