Pages that link to "Item:Q1657558"
From MaRDI portal
The following pages link to Shifts in volatility driven by large stock market shocks (Q1657558):
Displaying 4 items.
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices (Q5093213) (← links)
- MARKUPS AND THE REAL EFFECTS OF VOLATILITY SHOCKS (Q5370532) (← links)