Identifying financial instability conditions using high frequency data
Maria Elvira Mancino, Simona Sanfelici
| Year of publication: |
2020
|
|---|---|
| Authors: | Mancino, Maria Elvira ; Sanfelici, Simona |
| Subject: | Market stability | Shock propagation | Volatility | Leverage | Non-parametric estimation | Fourier transform | Volatilität | Schock | Shock | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Börsenkurs | Share price | Konjunktur | Business cycle | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-019-00253-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226914