Information and volatility (Q896958)
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scientific article; zbMATH DE number 6521300
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Information and volatility |
scientific article; zbMATH DE number 6521300 |
Statements
Information and volatility (English)
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15 December 2015
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idiosyncratic shocks
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aggregate shocks
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volatility
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confounding information
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moment restrictions
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Bayes correlated equilibrium
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0.7739326357841492
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0.7664182782173157
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0.7664074301719666
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0.7508395910263062
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0.7396475076675415
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