FORTUNE OR VIRTUE: TIME-VARIANT VOLATILITIES VERSUS PARAMETER DRIFTING IN U.S. DATA
| Year of publication: |
2010
|
|---|---|
| Authors: | Fernández-Villaverde, Jesús ; Guerrón-Quintana, Pablo ; Rubio-Ramírez, Juan F |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2010, 15928
|