Centre for Vocational Education Research LSE RSS Email Facebook Twitter

Search by Keyword:
You searched for "second order approximation"

CEP discussion paper
Second-Order Approximation of Dynamic Models with Time-Varying Risk Gianluca Benigno, Pierpaolo Benigno and Salvatore Nisticò
December 2010
Paper No' CEPDP1033:
Read Abstract | Full Paper (pdf)

JEL Classification: C63

Tags: stochastic volatility; second order approximation