Asymmetric Volatility Spillover Effects between Crude Oil and Other Financial Markets
Year of publication: |
[2023]
|
---|---|
Authors: | Guan, Bo ; Mazouz, Khelifa ; Xu, Yongdeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | ARCH-Modell | ARCH model |
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