Shock elasticities and impulse responses
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 | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | VAR-Modell | VAR model | Preiselastizität | Price elasticity | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Derivat | Derivative | Konjunkturtheorie | Business cycle theory | Makroökonometrie | Macroeconometrics |
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