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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~person:"Caporin, Massimiliano"
~person:"Lütkepohl, Helmut"
~person:"Theodoridis, Konstantinos"
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Schock
Volatilität
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Caporin, Massimiliano
Lütkepohl, Helmut
Theodoridis, Konstantinos
Bachmann, Ruediger
2
Liu, Xiaochun
2
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
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2
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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