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~person:"Audrino, Francesco"
~person:"Consolo, Agostino"
~subject:"Geldpolitik"
~subject:"realized volatility"
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Geldpolitik
realized volatility
Lag model
5
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Adaptive lasso
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lag structure
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Audrino, Francesco
Consolo, Agostino
Brüggemann, Ralf
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
Saved in:
2
Monetary policy inertia : more a fiction than a fact?
Consolo, Agostino
;
Favero, Carlo A.
-
2009
Persistent link: https://www.econbiz.de/10003875556
Saved in:
3
Monetary policy inertia : more a fiction than a fact?
Consolo, Agostino
;
Favero, Carlo A.
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 900-906
Persistent link: https://www.econbiz.de/10003894097
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