Stochastic volatility, long run risks, and aggregate stock market fluctuations

CiNii Available at 1 libraries

Bibliographic Information

Title
"Stochastic volatility, long run risks, and aggregate stock market fluctuations"
Statement of Responsibility
by Stefan Avdjiev and Nathan S. Balke
Publisher
  • Bank for International Settlements
Publication Year
  • c2010
Book size
30 cm

Search this Book/Journal

Notes

"Monetary and Economic Department"

"October 2010"

Includes bibliographical references (p. 35-39)

Related Books

See more

Details 詳細情報について

  • CRID
    1130282272836090880
  • NII Book ID
    BB14964091
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • Basel
  • Data Source
    • CiNii Books
Back to top