This is a preview. Log in through your library . Abstract The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state ...
I extend the Epstein-Zin-Iognormal consumption-based asset-pricing model to allow for general i.i.d. consumption growth. Information about the higher moments—equivalently, cumulants—of consumption ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback