Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat
Year of publication: |
2014
|
---|---|
Authors: | Sadorsky, Perry |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 43.2014, C, p. 72-81
|
Publisher: |
Elsevier |
Subject: | Emerging markets | Multivariate GARCH | Volatility | Oil prices |
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