Economics Letters · 2013 · 33 citations · 6 references
Social SciencesEconomicsFinanceFinancial EconomicsMacroeconomicsStochastic ProcessesDynamic Economic ModelsEquations Of StateRisk AversionSteady-state AnalysisSteady-state ApproximationStochastic Differential EquationsLong-run Risk Models
6
Solving asset pricing models with Gaussian shocks
Craig Burnside · Journal of Economic Dynamics and Control · 1998 · 119 citations