Shock elasticities and impulse responses (Q475311)

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Shock elasticities and impulse responses
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    title
    Shock elasticities and impulse responses (English)
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    author
    Jaroslav Borovička
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    Lars Peter Hansen
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    publication date
    26 November 2014
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    Mathematics Subject Classification ID
    91B55
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    60H30
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    91B30
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    91G80
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    zbMATH DE Number
    6374260
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    zbMATH Keywords
    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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