Conditional correlations in the returns on oil companies stock prices and their determinants
Massimo Giovannini ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Giovannini, Massimo ; Grasso, Margherita ; Lanza, Alessandro ; Manera, Matteo |
| Publisher: |
Milano |
| Subject: | Erdölindustrie | Oil industry | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Kointegration | Cointegration | Welt | World | Korrelation | Correlation |
| Extent: | 27 S graph. Darst |
|---|---|
| Series: | Nota di lavoro / Fondazione Eni Enrico Mattei. - Milan : [Verlag nicht ermittelbar], ZDB-ID 1408109-X. - Vol. 2004,71 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.feem.it/NR/rdonlyres/443FB2C8-E8C1-48FA-B557-1110FCF71775/1149/7104.pdf |
| Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; Q40 - Energy. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002127359