Open AccessConditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns
Author(s) -
Roengchai Tansuchat,
ChiaLin Chang,
Michael McAleer
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1534043
Subject(s) - econometrics , autoregressive conditional heteroskedasticity , economics , volatility (finance) , stock market index , brent crude , stock (firearms) , futures contract , crude oil , index (typography) , west texas intermediate , financial economics , stock market , geography , context (archaeology) , archaeology , engineering , world wide web , computer science , petroleum engineering
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