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A Numerical Solution of the Stochastic Growth Model.
Akdeniz, L.; Dechert, W.D. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795252
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The correlation integral and the independence of stochastic processes
Dechert, W.D. - Wisconsin Madison - Social Systems - 2005
Persistent link: https://www.econbiz.de/10005795259
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A Test for Independence Based on the Correlation Dimension.
Brock, W.A.; Dechert, W.D.; LeBaron, B.; Scheinkman, J.A. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795287
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The Correlation Integral and the Interdepence of Gaussian and related Processes.
Dechert, W.D. - Wisconsin Madison - Social Systems - 1994
Persistent link: https://www.econbiz.de/10005795336
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On the Frequency of Chaotic Dynamics in Large Economies.
Dechert, W.D.; Sprott, J.C.; Albers, D.J. - Wisconsin Madison - Social Systems - 1995
Persistent link: https://www.econbiz.de/10005795339
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Do CAPM Results Hold in a Dynamic Economy? A Numerical Analysis.
Akdeniz, L.; Dechert, W.D. - Wisconsin Madison - Social Systems - 1996
In this paper we present a method for solving the multifirm stochastic growth model of Brock (1979). After obtaining a solution to the growth model, we derive a solution to the asset pricing model of brock (1982) using the duality between the two models.
Persistent link: https://www.econbiz.de/10005136835
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The lake game
Dechert, W.D.; Brock, W.A. - Wisconsin Madison - Social Systems - 2003
Persistent link: https://www.econbiz.de/10005281486
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The equity premium in Brock's asset pricing model
Akdeniz, L.; Dechert, W.D. - Wisconsin Madison - Social Systems - 2005
Persistent link: https://www.econbiz.de/10005281492