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Second order approximation of dynamic models with time-varying risk

Gianluca Benigno

Publication Data

Title Second order approximation of dynamic models with time-varying risk
Author Gianluca Benigno
Contributors Pierpaolo Benigno, Sal Nistico, Sal Nistico
Publisher Centre for Economic Policy Research
Publication date 2011
Publication location London
Language English

Topics

Econometric models
Stochastic processes
Approximation theory

Catalogue Data

OBNB ID GBB1E5678
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 23 p.
P1042 Includes bibliographical references.

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Second order approximation of dynamic models with time-varying risk by Gianluca Benigno. Published by Centre for Economic Policy Research in 2011. Publication and catalogue information, links to buy online and reader comments.