A change in the time-varying correlation between oil prices and the stock market
Year of publication: |
2019
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Authors: | Jones, Paul ; Collins, Luke |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 7, p. 537-542
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Subject: | Multivariate GARCH | nonlinear models | oil prices | stock returns | Ölpreis | Oil price | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income | Korrelation | Correlation | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression |
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