The common and specific components of dynamic volatility
Gregory Connor, Robert A. Korajczyk, Oliver Linton
| Year of publication: |
2006
|
|---|---|
| Authors: | Connor, Gregory ; Korajczyk, Robert A. ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 132.2006, 1, p. 231-255
|
| Subject: | ARCH-Modell | ARCH model | Faktorenanalyse | Factor analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1926-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003320262