Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
Year of publication: |
2014
|
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Authors: | Lee, Kuo-Hao ; Elkassabgi, Ahmed ; Hsieh, Wei-Jen |
Published in: |
Review of Economics & Finance. - Better Advances Press, Canada. - Vol. 4.2014, May, 2, p. 15-22
|
Publisher: |
Better Advances Press, Canada |
Subject: | Granger Causality | Volatility | S&P 500 | Bootstrap | Simulation |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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