On the asymmetric impact of macro-variables on volatility
Alessandra Amendola, Vincenzo Candila, Giampiero M. Gallo
| Year of publication: |
2019
|
|---|---|
| Authors: | Amendola, Alessandra ; Candila, Vincenzo ; Gallo, Giampiero M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 76.2019, p. 135-152
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| Subject: | Asymmetry | Forecasting | GARCH-MIDAS | Volatility | Volatilität | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.07.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198276