Volatility spillovers and nonlinear dynamics between jet fuel prices and air carrier revenue passenger miles in the US
Bahram Adrangi and Richard D. Gritta; Kambiz Raffiee
| Year of publication: |
2013
|
|---|---|
| Authors: | Adrangi, Bahram ; Gritta, Richard D. ; Raffiee, Kambiz |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - 2013, 3, p. 1-18
|
| Subject: | Nonlinear dynamics | Chaos | EGARCH | Asymmetric shocks | Volatilität | Volatility | USA | United States | Schock | Shock | Schätzung | Estimation | Chaostheorie | Chaos theory | Nichtlineare Dynamik | ARCH-Modell | ARCH model | Börsenkurs | Share price | Luftverkehr | Air transport |
| 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/10010244116