Risk shocks with time-varying higher moments (Q2697079)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk shocks with time-varying higher moments |
scientific article |
Statements
Risk shocks with time-varying higher moments (English)
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17 April 2023
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bankruptcy rate
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Bayesian analysis
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DSGE models
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mixture models
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time-varying uncertainty
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