Title of article :
Consumption asset pricing with stable shocks—exploring a solution and its implications for mean equity returns
Author/Authors :
Prasad V. Bidarkota، نويسنده , , J. Huston McCulloch، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
23
From page :
399
To page :
421
Keywords :
asset pricing , Risk-free returns , Stable distributions , Lucas model , Equity returns , Normaldistributions
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2003
Journal title :
Journal of Economic Dynamics and Control
Record number :
238297
Link To Document :
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