Modelling financial markets comovements during crises : a dynamic multi-factor approach
Martin Belvisi, Riccardo Pianeti and Giovanni Urga
| Year of publication: |
2016
|
|---|---|
| Authors: | Belvisi, Martin ; Pianeti, Riccardo ; Urga, Giovanni |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 317-360
|
| Subject: | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Theorie | Theory | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448671