Oil and multinational technology stocks : predicting fear with fear at the first and higher order moments
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ademola B. Akinseye, Gideon O. Ogunbowale
| Year of publication: |
2022
|
|---|---|
| Authors: | Adekoya, Oluwasegun B. ; Oliyide, Johnson A. ; Akinseye, Ademola B. ; Ogunbowale, Gideon O. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-9
|
| Subject: | Causality-in-mean | causality-in-variance | Oil market fear | Predictability | Second-order moment | Technology stocks | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013339199