Information and volatility (Q896958)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information and volatility |
scientific article |
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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