Gold, oil, and stocks : dynamic correlations
Jozef Baruník, Evžen Kočenda, Lukáš Vácha
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Baruník, Jozef ; Kočenda, Evžen ; Vácha, Lukáš |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 42.2016, p. 186-201
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| Subject: | Financial markets | Time-frequency dynamics | High-frequency data | Dynamic correlation | Financial crisis | Wavelets | Korrelation | Correlation | Volatilität | Volatility | Finanzmarkt | Financial market | Finanzkrise | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Deutschland | Germany | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625108