Breaks and persistency: macroeconomic causes of stock market volatility (Q292011): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.01.007
@@ Property / DOI: 10.1016/j.jeconom.2005.01.007 / rank @@
-Normal rank
@@ Property / author @@
-Andrea Beltratti
@@ Property / author: Andrea Beltratti / rank @@
-Normal rank
@@ Property / author @@
-Claudio Morana
@@ Property / author: Claudio Morana / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B64
@@ Property / Mathematics Subject Classification ID: 91B64 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591964
@@ Property / zbMATH DE Number: 6591964 / rank @@
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@@ Property / zbMATH Keywords @@
+stock market volatility
@@ Property / zbMATH Keywords: stock market volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+macroeconomic volatility
@@ Property / zbMATH Keywords: macroeconomic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional cointegration
@@ Property / zbMATH Keywords: fractional cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural change
@@ Property / zbMATH Keywords: structural change / rank @@
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@@ Property / author @@
+Andrea Beltratti
@@ Property / author: Andrea Beltratti / rank @@
+Normal rank
@@ Property / author @@
+Claudio Morana
@@ Property / author: Claudio Morana / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.01.007
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@@ Property / OpenAlex ID @@
+W1972208167
@@ Property / OpenAlex ID: W1972208167 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Modeling and pricing long memory in stock market volatility
+Normal rank
@@ Property / cites work @@
+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Q3433265
@@ Property / cites work: Q3433265 / rank @@
+Normal rank
@@ Property / cites work @@
+Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
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@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
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@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
+Normal rank
@@ Property / cites work @@
+Nonlinear log-periodogram regression for perturbed fractional processes
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2005.01.007
@@ Property / DOI: 10.1016/J.JECONOM.2005.01.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:292011