A discussion on the robust vector autoregressive models: novel evidence from safe haven assets (Q6601555)
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scientific article; zbMATH DE number 7910167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discussion on the robust vector autoregressive models: novel evidence from safe haven assets |
scientific article; zbMATH DE number 7910167 |
Statements
A discussion on the robust vector autoregressive models: novel evidence from safe haven assets (English)
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10 September 2024
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vector autoregressive model
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robust estimator
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safe haven assets
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realized volatility
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