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  • Search: subject:"non-normality conditions"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Asia 1 Asian economies 1 Asien 1 Börsenkurs 1 Capital income 1 Erdöl 1 Kapitaleinkommen 1 Kleinste-Quadrate-Methode 1 Least squares method 1 OLS 1 Oil market 1 Oil price 1 Petroleum 1 Regression analysis 1 Regressionsanalyse 1 Share price 1 Stock market 1 Structural break 1 Strukturbruch 1 Volatility 1 Volatilität 1 asymmetric effects 1 crude oil 1 heterogeneous distribution 1 non-normality conditions 1 ordinary least square 1 positive dependence 1 quantile regression 1 stock returns 1 structural breaks 1 Ölmarkt 1 Ölpreis 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Debasish, Sathya Swaroop 1 Mishra, Shekhar 1
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Afro-Asian Journal of Finance and Accounting : AAJFA 1
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ECONIS (ZBW) 1
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The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar; Debasish, Sathya Swaroop - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 3, pp. 309-331
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