Asymmetric volatility impulse response functions (Q2681836)

From MaRDI portal
Revision as of 10:22, 12 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Asymmetric volatility impulse response functions
scientific article

    Statements

    title
    Asymmetric volatility impulse response functions (English)
    0 references
    author
    Helmut Herwartz
    0 references
    Christian M. Hafner
    0 references
    publication date
    30 January 2023
    0 references
    zbMATH Keywords
    multivariate GARCH
    0 references
    leverage effect
    0 references
    volatility impulse response analysis
    0 references
    safe-haven
    0 references

    Identifiers

    zbMATH DE Number
    7647168
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2681836&oldid=20802011"
    Powered by MediaWiki