Modelling financial markets comovements during crises : a dynamic multi-factor approach
Year of publication: |
2016
|
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Authors: | Belvisi, Martin ; Pianeti, Riccardo ; Urga, Giovanni |
Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 317-360
|
Subject: | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Theorie | Theory | Volatilität | Volatility | Schätzung | Estimation |
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