A comprehensive look at financial volatility prediction by economic variables

著者

• Christiansen, Charlotte
• Schmeling, Maik
• Schrimpf, Andreas
• Bank for International Settlements

書誌事項

A comprehensive look at financial volatility prediction by economic variables

by Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf

（BIS working papers, no. 374）

Bank for International Settlements, c2012

• : print

注記

"Monetary and Economic Department"

"March 2012"

Includes bibliographical references (p. 23-27)

詳細情報

• NII書誌ID(NCID): BB14944436
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: [Basel]
• ページ数/冊数: 44 p.
• 大きさ: 30 cm
• 親書誌ID:
  • BB09801553