Essays on computational economics
This text consists of two parts. In chapters 2-3 the methods are developed that enable the application of tempered stable distributions to measuring and simulating macroeconomic uncertainties. In contrast to the tools used in finance, these results are applicable to low frequency aggregated data, wh...
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University of Leicester
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.593773 |