Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat
Year of publication: |
2014
|
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Authors: | Sadorsky, Perry A. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 72-81
|
Subject: | Emerging markets | Multivariate GARCH | Volatility | Oil prices | Volatilität | Schwellenländer | Emerging economies | Ölpreis | Oil price | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | Welt | World | Korrelation | Correlation |
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