Open AccessOn the Comovements Among Gold and Oil: A Multivariate Time-Varying Asymmetric Approach
Author(s) -
Sirine Toumi
Publication year - 2019
Language(s) - English
Resource type - Journals
ISSN - 2225-0573
DOI - 10.7176/jetp/9-7-01
Subject(s) - multivariate statistics , volatility (finance) , financial crisis , econometrics , autoregressive conditional heteroskedasticity , vulnerability (computing) , economics , oil price , monetary economics , financial economics , statistics , mathematics , macroeconomics , computer science , computer security