Asymmetric volatility impulse response functions

Christian M. Hafner, Helmut Herwartz

Year of publication:	2023
Authors:	Hafner, Christian M. ; Herwartz, Helmut
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 222.2023, p. 1-6
Subject:	Multivariate GARCH \| Leverage effect \| Volatility impulse response analysis \| Safe-haven \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Schock \| Shock

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014232851

A service of the