WORKING PAPER NO[removed]ESTIMATING DYNAMIC EQUILIBRIUM MODELS WITH STOCHASTIC VOLATILITY Jesús Fernández-Villaverde University of Pennsylvania and Visiting Scholar, Federal Reserve Bank of Philadelphia

Source URL: www.philadelphiafed.org

• Finance
• Stochastic volatility
• Volatility
• Economic model
• Autoregressive conditional heteroskedasticity
• Markov chain
• Markov switching multifractal
• SABR volatility model
• Mathematical finance
• Statistics
• Financial economics