Structural volatility impulse response analysis

Matthias R. Fengler and Jeannine Polivka

Year of publication:	2025
Authors:	Fengler, Matthias ; Polivka, Jeannine
Subject:	causality in volatility \| multivariate GARCH models \| proxy identification \| structural identification \| volatility impulse response functions \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| VAR-Modell \| VAR model \| Kausalanalyse \| Causality analysis \| Schätzung \| Estimation \| Schock \| Shock

freely available

Full text |

More access options

doi.org

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015339180