Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Jean-Pierre Fenech, Hamed Vosgha
| Year of publication: |
2019
|
|---|---|
| Authors: | Fenech, Jean-Pierre ; Vosgha, Hamed |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 77.2019, p. 81-91
|
| Subject: | Co-movement | Copulas | Crude oil prices | Tail dependence | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Arabische Golf-Staaten | Gulf countries | Volatilität | Volatility | Aktienindex | Stock index | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198426