Banking crisis and cyclic shocks : a perspective on volatility clustering
Mingyuan Sun
| Year of publication: |
2018
|
|---|---|
| Authors: | Sun, Mingyuan |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 12.2018, 2, p. 49-61
|
| Subject: | EGARCH | Volatility Clustering | Cyclic Shocks | Leverage Effect | Volatilität | Volatility | Schock | Shock | Konjunktur | Business cycle | Bankenkrise | Banking crisis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011926722