Oil shocks and volatility jumps
Konstantinos Gkillas, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2020
|
|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 54.2020, 1, p. 247-272
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| Subject: | S&P500 | Volatility jumps | Oil shocks | Volatilität | Volatility | Ölpreis | Oil price | Schock | Shock | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-00788-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012232836