Mixed-frequency SV model for stock volatility and macroeconomics
Year of publication: |
2021
|
---|---|
Authors: | Shang, Yuhuang ; Zheng, Tingguo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 95.2021, p. 462-472
|
Subject: | Component decomposition | Forecast | Leverage effect | Macroeconomic | SV-MIDAS model | Schätzung | Estimation | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Börsenkurs | Share price | Makroökonomik | Macroeconomics | Kapitaleinkommen | Capital income |
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