Dynamic Autoregressive Liquidity (DArLiQ)
Year of publication: |
[2022]
|
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Authors: | Hafner, Christian ; Linton, Oliver B. ; Wang, Linqi |
Publisher: |
[S.l.] : SSRN |
Subject: | Liquidität | Liquidity | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Dynamische Wirtschaftstheorie | Economic dynamics | Betriebliche Liquidität | Corporate liquidity |
Extent: | 1 Online-Ressource (80 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 23, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4042069 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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