Konferenzbeitrag

Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model

zu Verbundenen Objekten

Sprache
Englisch

Erschienen in
Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2022: Big Data in Economics

Klassifikation
Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Model Construction and Estimation
Financial Econometrics
Asset Pricing; Trading Volume; Bond Interest Rates

Ereignis
Geistige Schöpfung
(wer)
Fengler, Matthias
Polivka, Jeanine
Ereignis
Veröffentlichung
(wer)
ZBW - Leibniz Information Centre for Economics
(wo)
Kiel, Hamburg
(wann)
2022

Handle
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Original beim Datenpartner anzeigen

Objekttyp

  • Konferenzbeitrag

Beteiligte

  • Fengler, Matthias
  • Polivka, Jeanine
  • ZBW - Leibniz Information Centre for Economics

Entstanden

  • 2022

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