Study of volatility dynamics between emerging stock market index and US Oil price index : MGARCH modelling approach
Kirti Arekar, Rinku Jain, Surender Kumar
| Year of publication: |
2022
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| Authors: | Arekar, Kirti ; Jain, Rinku ; Kumar, Surender |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 4, p. 1325-1338
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| Subject: | Dynamic conditional correlation | conditional correlation | MGARCH model | volatility | India | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Indien | Korrelation | Correlation | Ölpreis | Oil price | Schätzung | Estimation | Aktienmarkt | Stock market | Schwellenländer | Emerging economies |
| 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/10014340791