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Mathematical finance / New Keynesian economics / Options / Dynamic stochastic general equilibrium / Macroeconomic model / Stochastic volatility / Volatility / Lucas critique / Economic model / Macroeconomics / Economics / New classical macroeconomics
Date: 2010-04-29 13:57:33
Mathematical finance
New Keynesian economics
Options
Dynamic stochastic general equilibrium
Macroeconomic model
Stochastic volatility
Volatility
Lucas critique
Economic model
Macroeconomics
Economics
New classical macroeconomics

Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting

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