Breaks and persistency: macroeconomic causes of stock market volatility (Q292011)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Breaks and persistency: macroeconomic causes of stock market volatility |
scientific article; zbMATH DE number 6591964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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
0.8351215
0 references
0.8271335
0 references
0.82151556
0 references
0.82114345
0 references
0.8144434
0 references
0.81261945
0 references
0.80221045
0 references
