Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan, Susan Sunila Sharma, Paresh Kumar Narayan
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Dinh Hoang Bach Phan ; Sharma, Susan Sunila ; Narayan, Paresh Kumar |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 40.2016, p. 1-13
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| Subject: | Volatility | Trading volume | Bid-ask spread | Cross-market | Predictability | Forecasting | Volatilität | Geld-Brief-Spanne | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Handelsvolumen der Börse | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475821