Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
Year of publication: |
2021
|
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Authors: | Ivanovski, Kris ; Hailemariam, Abebe |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 24.2021, p. 1-12
|
Subject: | DCC-GARCH model | Forecasting | Multivariate GAS model | Oil price | Stock price | Volatility and correlation | Ölpreis | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Welt | World | Zeitreihenanalyse | Time series analysis | Preis | Price |
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