Oil market volatility and stock market volatility
Year of publication: |
2018
|
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Authors: | Bašta, Milan ; Molnár, Peter |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 204-214
|
Subject: | Stock market | Oil market | OVX | VIX | Volatility | Wavelets | Volatilität | Börsenkurs | Share price | Aktienmarkt | Ölmarkt | Ölpreis | Oil price | ARCH-Modell | ARCH model |
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