Pages that link to "Item:Q1994253"
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The following pages link to Second-order approximation of dynamic models with time-varying risk (Q1994253):
Displaying 12 items.
- Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- Second-order approximation of dynamic models without the use of tensors (Q631258) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Second-order stochastic differential equation model as an alternative for the ALT and CALT models (Q1633189) (← links)
- Fifth-order perturbation solution to DSGE models (Q1655505) (← links)
- Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation (Q1657648) (← links)
- Asset prices in affine real business cycle models (Q1994603) (← links)
- Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models (Q2654406) (← links)
- VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)
