Shock elasticities and impulse responses
Jaroslav Borovic̆ka; Lars Peter Hansen; José A. Scheinkman
| Year of publication: |
2014
|
|---|---|
| Authors: | Borovička, Jaroslav ; Hansen, Lars Peter ; Scheinkman, José Alexandre |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 8.2014, 4, p. 333-354
|
| Subject: | Shock elasticities | Nonlinear impulse response functions | Risk pricing | Markov dynamics | Malliavin derivative | Schock | Shock | Preiselastizität | Price elasticity | Elastizität | Elasticity | Dynamische Wirtschaftstheorie | Economic dynamics | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Derivat | Derivative | Privater Konsum | Private consumption |
| 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/10010491018