Macro-financial applications of vector autoregressions
Mathias Sjøgreen Krogh
| Year of publication: |
2023 ; This version: November 1, 2023
|
|---|---|
| Authors: | Krogh, Mathias Sjøgreen |
| Publisher: |
Aarhus : Aarhus University, Aarhus BSS, Department of Economics and Business Economics |
| Subject: | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schock | Shock | Risiko | Risk | Zinsstruktur | Yield curve | Dividende | Dividend | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model |
freely available
| Extent: | 1 Online-Ressource (circa 159 Seiten) |
|---|---|
| Series: | ECON PhD dissertations. - Aarhus, ZDB-ID 2707850-4. - Vol. 2023, 14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Aarhus University, 2023 |
| ISBN: | 978-87-93943-59-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431202