A nonlinear model of asset returns with multiple shocks
Hannu Kahra, Vance L. Martin, Saikat Sarkar
| Year of publication: |
2019
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|---|---|
| Authors: | Kahra, Hannu ; Martin, Vance ; Sarkar, Saikat |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 1, p. 1-45
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| Subject: | multivariate mean impact surface | shock spillovers | testing | Schock | Shock | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054867