Shock elasticities and impulse responses
type: Item
instance of: scholarly article
title: Shock elasticities and impulse responses
zbMATH Open document ID: 1307.91124
author: Jaroslav Borovička
author: Lars Peter Hansen
author: José A. Scheinkman
published in: Mathematics and Financial Economics
publication date: 2014-11-26T00:00:00Z
Mathematics Subject Classification ID: 91B55
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6374260
zbMATH Keywords: shock elasticities
zbMATH Keywords: nonlinear impulse response functions
zbMATH Keywords: risk pricing
zbMATH Keywords: Markov dynamics
zbMATH Keywords: Malliavin derivative
MaRDI profile type: Publication
full work available at URL: s11579-014-0122-4
OpenAlex ID: W3123901598
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DOI: 10.1007/S11579-014-0122-4
description: scientific article; zbMATH DE number 6374260