Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data ∗ (2010)

by Jesús Fernández-villaverde , Pablo Guerrón-quintana , Juan F. Rubio-ramírez , We Thank André Kurmann , Jim Nason , Serena Ng , Ricardo Reis , Frank Schorfheide , Tao Zha
Citations:12 - 4 self