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Negative volatility spillovers...
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long- and short-term volatility
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Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
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Schölkopf, Julius
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Tushteva, Nikoleta
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2023
Persistent link: https://www.econbiz.de/10014430971
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The role of information and experience for households' inflation expectations
Conrad, Christian
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Enders, Zeno
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Glas, Alexander
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2021
Persistent link: https://www.econbiz.de/10012436155
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
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2021
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This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
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