Oil price uncertainty and the Canadian economy : evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Sajjadur Rahman; Apostolos Serletis
| Year of publication: |
2012
|
|---|---|
| Authors: | Rahman, Sajjadur ; Serletis, Apostolos |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 603-610
|
| Subject: | Crude oil | Volatility | Bivariate VARMA | GARCH-in-Mean model | Asymmetric BEKK model | ARCH-Modell | ARCH model | Volatilität | Ölpreis | Oil price | Kanada | Canada |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009618675