Open AccessGeneral equilibrium asset pricing under regime switching
Author(s) -
Robert J. Elliott,
Hong Miao,
Jin Yu
Publication year - 2008
Publication title -
communications on stochastic analysis
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.2.3.04
Subject(s) - economics , asset (computer security) , consumption based capital asset pricing model , capital asset pricing model , mathematical economics , monetary economics , financial economics , computer science , computer security