Banking crisis and cyclic shocks : a perspective on volatility clustering
Year of publication: |
2018
|
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Authors: | Sun, Mingyuan |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 12.2018, 2, p. 49-61
|
Subject: | EGARCH | Volatility Clustering | Cyclic Shocks | Leverage Effect | ARCH-Modell | ARCH model | Volatilität | Volatility | Schock | Shock | Bankenkrise | Banking crisis | Konjunktur | Business cycle | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
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