Decomposing Risk in Dynamic Stochastic General Equilibrium
Year of publication: |
2013-05
|
---|---|
Authors: | Lan, Hong ; Meyer-Gohde, Alexander |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Recursive preferences | stochastic volatility | asset pricing | DSGE | moment calculation |
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