Volatility of the utilities industry : its causal relationship to other nine industries
Kuo-Hao Lee; Ahmed Elkassabgi; Wei-Jen Hsieh
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Kuo-hao ; Elkassabgi, Ahmed ; Hsieh, Wei-jen |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - 2014, 2, p. 15-22
|
| Subject: | Granger Causality | Volatility | S&P 500 | Bootstrap | Simulation | Volatilität | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010367322