Modeling volatility and conditional correlations between socially responsible investments, gold and oil
Year of publication: |
2014
|
---|---|
Authors: | Sadorsky, Perry |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 38.2014, C, p. 609-618
|
Publisher: |
Elsevier |
Subject: | Socially responsible investing | GARCH | Volatility | Oil prices |
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