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

@@ 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 @@
+Normal rank
@@ 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 @@
+Normal rank
@@ 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 @@
+Normal rank
@@ 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 @@
+Normal rank

Revision as of 20:00, 27 June 2023