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

Author(s)

Bibliographic Information

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

by Stefan Avdjiev and Nathan S. Balke

(BIS working papers, no. 323)

Bank for International Settlements, c2010

  • : print

Available at  / 1 libraries

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Note

"Monetary and Economic Department"

"October 2010"

Includes bibliographical references (p. 35-39)

Related Books: 1-1 of 1

Details

  • NCID
    BB14964091
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Basel
  • Pages/Volumes
    59 p.
  • Size
    30 cm
  • Parent Bibliography ID
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