Structural breaks in the volatility of macroeconomic and financial data : the rule, not the exception
Andrea Beltratti and Claudio Morana
| Year of publication: |
2004
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| Authors: | Beltratti, Andrea ; Morana, Claudio |
| Published in: |
Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Economics ... in August 2002]. - Berlin : Springer, ISBN 3-540-00911-6. - 2004, p. 555-578
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| Subject: | Finanzmarkt | Financial market | Börsenkurs | Share price | Wirtschaftsindikator | Economic indicator | Volatilität | Volatility | Strukturbruch | Structural break | Rationale Erwartung | Rational expectations | Theorie | Theory | Welt | World |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001809552