Measuring high-frequency income risk from low-frequency data
Paul Klein; Irina Telyukova
| Year of publication: |
2013
|
|---|---|
| Authors: | Klein, Paul ; Telyukova, Irina A. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 3, p. 535-542
|
| Subject: | Idiosyncratic income uncertainty | Frequency | Estimation | Risiko | Risk | Einkommen | Income | Schätzung | Volatilität | Volatility | Schätztheorie | Estimation theory | Messung | Measurement | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10009710498