Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Year of publication: |
September 2015
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Authors: | Avdulaj, Krenar ; Barunik, Jozef |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 31-44
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Subject: | Portfolio diversification | Dynamic correlations | High frequency data | Time-varying copulas | Commodities | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Korrelation | Correlation | Börsenkurs | Share price | Finanzmarkt | Financial market | Diversifikation | Diversification | Schätzung | Estimation | Deutschland | Germany |
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