๐”– Bobbio Scriptorium
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Comment on: Are behavioral asset-pricing models structural?

โœ Scribed by Jessica A. Wachter


Book ID
114220605
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
77 KB
Volume
49
Category
Article
ISSN
0304-3932

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โœ Taewon Kim ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer US ๐ŸŒ English โš– 489 KB

Recently there has been much research treating housing and other real assets as financial claims, primarily in order to value their derivative assets, such as mortgages and mortgage-backed securities. Real asset prices are then typically modeled as a lognormal process, in the same manner that has tr