Estimating growth at risk with skewed stochastic volatility models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Freie Universität Berlin
December 18, 2021
|
| Schriftenreihe: | Discussion paper / Freie Universität Berlin, School of Business & Economics Economics
2022, 2 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 1 Online-Ressource (21 Seiten) Diagramme |
Internformat
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Datensatz im Suchindex
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| language | English |
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| series2 | Discussion paper / Freie Universität Berlin, School of Business & Economics Economics |
| spelling | Wolf, Elias Verfasser (DE-588)1192481771 aut Estimating growth at risk with skewed stochastic volatility models Elias Wolf Berlin Freie Universität Berlin December 18, 2021 1 Online-Ressource (21 Seiten) Diagramme txt rdacontent c rdamedia cr rdacarrier Discussion paper / Freie Universität Berlin, School of Business & Economics 2022, 2 Economics growth at risk macro finance Bayesian econometrics particle filters BAYES (DE-588)4245375-6 gnd rswk-swf Wirtschaftswachstum (DE-588)4066527-6 gnd rswk-swf Sequenzielle Monte-Carlo-Methode (DE-588)7603568-2 gnd rswk-swf Wirtschaftswachstum (DE-588)4066527-6 s BAYES (DE-588)4245375-6 s Sequenzielle Monte-Carlo-Methode (DE-588)7603568-2 s DE-188 Freie Universität Berlin, School of Business & Economics Discussion paper 2022, 2 : Economics (DE-604)BV026641400 2022,2 https://refubium.fu-berlin.de/handle/fub188/33910 Resolving-System kostenfrei Volltext |
| spellingShingle | Wolf, Elias Estimating growth at risk with skewed stochastic volatility models growth at risk macro finance Bayesian econometrics particle filters BAYES (DE-588)4245375-6 gnd Wirtschaftswachstum (DE-588)4066527-6 gnd Sequenzielle Monte-Carlo-Methode (DE-588)7603568-2 gnd |
| subject_GND | (DE-588)4245375-6 (DE-588)4066527-6 (DE-588)7603568-2 |
| title | Estimating growth at risk with skewed stochastic volatility models |
| title_auth | Estimating growth at risk with skewed stochastic volatility models |
| title_exact_search | Estimating growth at risk with skewed stochastic volatility models |
| title_exact_search_txtP | Estimating growth at risk with skewed stochastic volatility models |
| title_full | Estimating growth at risk with skewed stochastic volatility models Elias Wolf |
| title_fullStr | Estimating growth at risk with skewed stochastic volatility models Elias Wolf |
| title_full_unstemmed | Estimating growth at risk with skewed stochastic volatility models Elias Wolf |
| title_short | Estimating growth at risk with skewed stochastic volatility models |
| title_sort | estimating growth at risk with skewed stochastic volatility models |
| topic | growth at risk macro finance Bayesian econometrics particle filters BAYES (DE-588)4245375-6 gnd Wirtschaftswachstum (DE-588)4066527-6 gnd Sequenzielle Monte-Carlo-Methode (DE-588)7603568-2 gnd |
| topic_facet | growth at risk macro finance Bayesian econometrics particle filters BAYES Wirtschaftswachstum Sequenzielle Monte-Carlo-Methode |
| url | https://refubium.fu-berlin.de/handle/fub188/33910 |
| volume_link | (DE-604)BV026641400 |
| work_keys_str_mv | AT wolfelias estimatinggrowthatriskwithskewedstochasticvolatilitymodels |