Cyclical patterns in risk indicators based on financial market infrastructure transaction data
Monique Timmermans, Ronald Heijmans and Hennie Daniels
| Year of publication: |
2018
|
|---|---|
| Authors: | Timmermans, Monique ; Heijmans, Ronald ; Daniels, Hennie |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 3, p. 615-636
|
| Subject: | ARIMA | TBATS | time series | TARGET2 | cyclical patterns | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Finanzmarkt | Financial market | Wirtschaftsindikator | Economic indicator | Clearing | Financial clearing |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.3.615 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156816