A simple nonnegative process for equilibrium models
Alex Hsu, Francisco Palomino
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Hsu, Alex ; Palomino, Francisco |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 132.2015, p. 39-44
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| Subject: | Dynamic stochastic general equilibrium | Time-varying volatility | Autoregressive gamma processes | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.04.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431117