The growth-volatility relationship redux : what does volatility decomposition tell?
Year of publication: |
2019
|
---|---|
Authors: | Mallick, Debdulal |
Subject: | business cycles | frequency | growth | volatility persistence | volatility | Volatilität | Volatility | Konjunktur | Business cycle | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Dekompositionsverfahren | Decomposition method | Welt | World | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model | Schock | Shock |
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