Sector-Specific Volatility Patterns in Investment
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References listed on IDEAS
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More about this item
Keywordsinvestment; volatility; variance; GARCH; ARCH; sector;
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-01-16 (All new papers)
- NEP-ETS-2005-01-16 (Econometric Time Series)
- NEP-MAC-2005-01-16 (Macroeconomics)
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