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Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel
;
Harrathi, Nizar
- In:
Economic modelling
38
(
2014
),
pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
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Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation
Jouini, Jamel
;
Harrathi, Nizar
- In:
Economic Modelling
38
(
2014
)
C
,
pp. 486-494
on the
BEKK-GARCH
process
developed by Kroner and Ng (1998) and outlining the asymmetry in the conditional variances of …
Persistent link: https://www.econbiz.de/10010753320
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