Stochastic Volatility in the U.S. Labor Market
Year of publication: |
2012-11-29
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Authors: | Dennis, Wesselbaum |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Dynamic Correlation | Multivariate GARCH | Stochastic Volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E30 - Prices, Business Fluctuations, and Cycles. General ; J60 - Mobility, Unemployment, and Vacancies. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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