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  • Search: subject:"JEL Code: G15"
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ARCH model 1 ARCH-Modell 1 Ansteckungseffekt 1 Bayes-Statistik 1 Bayesian inference 1 COVID-19 and Financial Markets 1 Conditional 1 Contagion effect 1 Coronavirus 1 Epidemic 1 Epidemie 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 JEL Code: G15 1 MCMC Volatility 1 Volatility 1 Volatilität 1
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Davidovic, Milivoje 1
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Finance research letters 1
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From pandemic to financial contagion : high-frequency risk metrics and Bayesian volatility analysis
Davidovic, Milivoje - In: Finance research letters 42 (2021), pp. 1-11
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