Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Luca Scaffidi Domianello, Giampiero M. Gallo and Edoardo Otranto
| Year of publication: |
2024
|
|---|---|
| Authors: | Scaffidi Domianello, Luca ; Gallo, Giampiero M. ; Otranto, Edoardo |
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014481332