Oil and stock market volatility : a multivariate stochastic volatility perspective
Year of publication: |
2011
|
---|---|
Authors: | Vo, Minh T. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 5, p. 956-965
|
Subject: | Ölpreis | Oil price | Aktienmarkt | Stock market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | 1999-2009 |
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