Open AccessFortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
Author(s) -
Jesús Fernández-Villaverde,
Pablo GuerrónQuintana,
Juan Francisco Rubio-Ramı́rez
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15928
Subject(s) - virtue , econometrics , genealogy , statistics , economics , mathematics , history , political science , law