A copula-TGARCH approach of conditional dependence between oil price and stock market index : the case of Mexico
Year of publication: |
enero-junio de 2016
|
---|---|
Authors: | Valdés, Arturo Lorenzo ; Armenta Fraire, Leticia ; Vázquez, Rocío Durán |
Published in: |
Estudios económicos. - México : [Verlag nicht ermittelbar], ISSN 0188-6916, ZDB-ID 737390-9. - Vol. 31.2016, 1, p. 47-63
|
Subject: | stock returns | oil returns | TGARCH | Ölpreis | Oil price | Mexiko | Mexico | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation |
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