Structural attribution of observed volatility clustering (Q291841): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.016 / rank | |||
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| Property / cites work: Heterogeneous beliefs, wealth accumulation, and asset price dynamics / rank | |||
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| Property / cites work: INFORMATION DYNAMICS IN FINANCIAL MARKETS / rank | |||
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| Property / cites work: Some Tests of Dynamic Specification for a Single Equation / rank | |||
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Latest revision as of 03:03, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural attribution of observed volatility clustering |
scientific article |
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Structural attribution of observed volatility clustering (English)
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10 June 2016
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volatility clustering
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induced volatility clustering
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structural attribution
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stochastic volatility
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ARCH
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