Arbeitspapier
Multivariate Volatility Impulse Response Analysis of GFC News Events
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper; No. 15-089/III
Bezug (was)
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Volatility impulse response functions (VIRF)
BEKK
DBEKK
Asymmetry
GFC
ESDC
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Volatility impulse response functions (VIRF)
BEKK
DBEKK
Asymmetry
GFC
ESDC
Beteiligte Personen und Organisationen
Allen, David E.
McAleer, Michael
Powell, Robert
Singh, Abhay K.
Amsterdam and Rotterdam: Tinbergen Institute
McAleer, Michael
Powell, Robert
Singh, Abhay K.
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:58 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Allen, David E.
- McAleer, Michael
- Powell, Robert
- Singh, Abhay K.
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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