Shock elasticities and impulse responses (Q475311): Difference between revisions
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| Property / author | |||
| Property / author: José Alexandre Scheinkman / rank | |||
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| Property / author: José Alexandre Scheinkman / rank | |||
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| Property / Mathematics Subject Classification ID: 91B55 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / zbMATH DE Number: 6374260 / rank | |||
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| Property / zbMATH Keywords | |||
shock elasticities | |||
| Property / zbMATH Keywords: shock elasticities / rank | |||
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nonlinear impulse response functions | |||
| Property / zbMATH Keywords: nonlinear impulse response functions / rank | |||
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risk pricing | |||
| Property / zbMATH Keywords: risk pricing / rank | |||
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Markov dynamics | |||
| Property / zbMATH Keywords: Markov dynamics / rank | |||
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Malliavin derivative | |||
| Property / zbMATH Keywords: Malliavin derivative / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s11579-014-0122-4 / rank | |||
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| Property / OpenAlex ID: W3123901598 / rank | |||
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Revision as of 22:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shock elasticities and impulse responses |
scientific article |
Statements
Shock elasticities and impulse responses (English)
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26 November 2014
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shock elasticities
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nonlinear impulse response functions
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risk pricing
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Markov dynamics
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Malliavin derivative
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