Stock Market Volatility and Macroeconomic Fundamentals

DOI10.1162/REST_A_00300MaRDI QIDQ124757FDO

Authors Robert F. Engle, Eric Ghysels, Bumjean Sohn

Publication date July 2013

Published in Review of Economics and Statistics (Search for Journal in Brave)

Cited in

(2)

• mfGARCH
• dccmidas

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