Factoring in the micro : a transaction-level dynamic factor approach to the decomposition of export volatility
Matteo Barigozzi, Angelo Cuzzola, Marco Grazzi and Daniele Moschella
| Year of publication: |
2025
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| Authors: | Barigozzi, Matteo ; Cuzzola, Angelo ; Grazzi, Marco ; Moschella, Daniele |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 87.2025, 1, p. 155-184
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| Subject: | Volatilität | Volatility | Theorie | Theory | Export | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015395848