Shock elasticities and impulse responses (Q475311)
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scientific article; zbMATH DE number 6374260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shock elasticities and impulse responses |
scientific article; zbMATH DE number 6374260 |
Statements
Shock elasticities and impulse responses (English)
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26 November 2014
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shock elasticities
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nonlinear impulse response functions
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risk pricing
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Markov dynamics
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Malliavin derivative
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