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Information and volatility - MaRDI portal

Information and volatility (Q896958)

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scientific article; zbMATH DE number 6521300
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English
Information and volatility
scientific article; zbMATH DE number 6521300

    Statements

    title
    Information and volatility (English)
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    author
    N. E. Zubov
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    publication date
    15 December 2015
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6521300
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    OpenAlex ID
    W3125929637
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