Second-order approximation of dynamic models with time-varying risk
Gianluca Benigno; Pierpaolo Benigno; Salvatore Nisticò
| Year of publication: |
2013
|
|---|---|
| Authors: | Benigno, Gianluca ; Benigno, Pierpaolo ; Nisticò, Salvatore |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 7, p. 1231-1247
|
| Subject: | Solution method | Uncertainty shocks | Risk | Risiko | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Schock | Shock | Nichtlineare Optimierung | Nonlinear programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009751202