Intraday volatility interaction between the crude oil and equity markets
Year of publication: |
January 2016
|
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Authors: | Dinh Hoang Bach Phan ; Sharma, Susan Sunila ; Narayan, Paresh Kumar |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 40.2016, p. 1-13
|
Subject: | Volatility | Trading volume | Bid-ask spread | Cross-market | Predictability | Forecasting | Volatilität | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Geld-Brief-Spanne | Handelsvolumen der Börse | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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