Revisiting the link between output growth and volatility : panel GARCH analysis
Pinar Deniz, Thanasis Stengos, M. Ege Yazgan
| Year of publication: |
2021
|
|---|---|
| Authors: | Deniz, Pinar ; Stengos, Thanasēs ; Yazgan, Mustafa Ege |
| Subject: | Growth | Volatility | Panel GARCH-M model | Volatilität | ARCH-Modell | ARCH model | Wirtschaftswachstum | Economic growth | Panel | Panel study | Welt | World | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01878-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616893