Shifts in volatility driven by large stock market shocks (Q1657558): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shifts in volatility driven by large stock market shocks |
scientific article |
Statements
Shifts in volatility driven by large stock market shocks (English)
0 references
13 August 2018
0 references
stochastic volatility
0 references
structural breaks
0 references
