Structural Change and Spurious Persistence in Stochastic Volatility
Year of publication: |
2012
|
---|---|
Authors: | Krämer, Walter ; Messow, Philip |
Publisher: |
Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |
Subject: | Persistence | stochastic volatility | structural change |
Series: | Ruhr Economic Papers ; 310 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86788-357-3 |
Other identifiers: | 10.4419/86788357 [DOI] 722271263 [GVK] hdl:10419/61435 [Handle] RePEc:zbw:rwirep:310 [RePEc] |
Classification: | C32 - Time-Series Models ; c58 |
Source: |
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