Breaks and persistency: macroeconomic causes of stock market volatility (Q292011)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Breaks and persistency: macroeconomic causes of stock market volatility |
scientific article |
Statements
Breaks and persistency: macroeconomic causes of stock market volatility (English)
0 references
10 June 2016
0 references
stock market volatility
0 references
macroeconomic volatility
0 references
long memory
0 references
fractional cointegration
0 references
structural change
0 references
0 references
