Leverage as a predictor for real activity and volatility
From MaRDI portal
Publication:310975
DOI10.1016/j.jedc.2012.03.010zbMath1345.91053MaRDI QIDQ310975
Robert Kollmann, Stefan Zeugner
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/85421/1/2011-009-KOLLMANN_ZEUGNER-leverage.pdf
91G70: Statistical methods; risk measures
91B70: Stochastic models in economics
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
Related Items
Cites Work