Early Warning Systems for identifying financial instability
Year of publication: |
2023
|
---|---|
Authors: | Allaj, Erindi ; Sanfelici, Simona |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 4, p. 1777-1803
|
Subject: | Early Warning System | Market instability | Non-parametric estimation | Price-volatility feedback rate | Realized variance | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Währungskrise | Currency crisis |
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