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~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~isPartOf:"Working paper"
~person:"Grasso, Margherita"
~subject:"Economic growth"
~subject:"World"
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Tourism economics : the business and finance of tourism and recreation
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Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo
;
Grasso, Margherita
;
Lanza, Alessandro
-
2004
cointegration
techniques in modelling the conditional mean, as well as multivariate GARCH models for the conditional variances. We …
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