Interpreting volatility shocks as preference shocks (Q1668653)
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scientific article; zbMATH DE number 6928538
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Interpreting volatility shocks as preference shocks |
scientific article; zbMATH DE number 6928538 |
Statements
Interpreting volatility shocks as preference shocks (English)
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29 August 2018
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volatility shocks
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recursive preferences
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time-varying uncertainty
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0.7952556014060974
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0.7531053423881531
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0.743587076663971
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0.7296737432479858
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0.7293292880058289
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