Through the looking glass : indirect inference via simple equilibria
Laurent E. Calvet; Veronika Czellar
| Year of publication: |
2015
|
|---|---|
| Authors: | Calvet, Laurent E. ; Czellar, Veronika |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 343-358
|
| Subject: | Hidden Markov model | Long-run risk | Learning | Value at risk | Indirect inference | Particle filters | Markov-Kette | Markov chain | Theorie | Theory | Risikomaß | Risk measure | Induktive Statistik | Statistical inference | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348430