Breaks and persistency: macroeconomic causes of stock market volatility (Q292011)
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scientific article; zbMATH DE number 6591964
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| default for all languages | No label defined |
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| English | Breaks and persistency: macroeconomic causes of stock market volatility |
scientific article; zbMATH DE number 6591964 |
Statements
Breaks and persistency: macroeconomic causes of stock market volatility (English)
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10 June 2016
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stock market volatility
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macroeconomic volatility
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long memory
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fractional cointegration
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structural change
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0.8351215
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0.8271335
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0.82151556
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0.82114345
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0.8144434
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0.81261945
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0.80221045
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