Konferenzbeitrag
Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model
- Language
-
Englisch
- Bibliographic citation
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Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2022: Big Data in Economics
- Classification
-
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
- Event
-
Geistige Schöpfung
- (who)
-
Fengler, Matthias
Polivka, Jeanine
- Event
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Veröffentlichung
- (who)
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ZBW - Leibniz Information Centre for Economics
- (where)
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Kiel, Hamburg
- (when)
-
2022
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Fengler, Matthias
- Polivka, Jeanine
- ZBW - Leibniz Information Centre for Economics
Time of origin
- 2022
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