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A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models

โœ Scribed by Timothy Cogley


Book ID
108563788
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
485 KB
Volume
42
Category
Article
ISSN
0020-6598

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๐Ÿ“œ SIMILAR VOLUMES


Migration and mutation in stochastic mod
โœ J. A. Sved; B. D. H. Latter ๐Ÿ“‚ Article ๐Ÿ“… 1977 ๐Ÿ› Springer ๐ŸŒ English โš– 683 KB

Migration has in the past been introduced deterministically into stochastic gene frequency models. Migration at rate m then reduces the between-population variability by a factor of (1 - m)2 each generation. We show that with stochastic migration, whether of fixed or variable numbers of individuals,