Fat tails in leading indicators (Q2208677)

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Language	Label	Description	Also known as
English	Fat tails in leading indicators	scientific article

Statements

scholarly article

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Fat tails in leading indicators (English)

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Pär Österholm

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Economics Letters

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publication date

3 November 2020

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zbMATH Keywords

non-Gaussianity

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GARCH

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.econlet.2020.109317

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Generalized autoregressive conditional heteroscedasticity

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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The relation between the corporate bond-yield spread and the real economy: stable or time-varying?

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Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators

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A MIDAS approach to modeling first and second moment dynamics

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Testing for unit roots in autoregressive-moving average models of unknown order

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Estimating the dimension of a model

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Identifiers

zbMATH Open document ID

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10.1016/j.econlet.2020.109317

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2208677

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