Oil and stock market volatility : a multivariate stochastic volatility perspective
| Data(s) |
01/09/2011
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier BV |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30041773/vo-oiland-2011.pdf http://dx.doi.org/10.1016/j.eneco.2011.03.005 http://www.sciencedirect.com/science?_ob=RedirectURL&_method=outwardLink&_partnerName=314&_eid=1-s2.0-S0140988311000739&_pii=S0140988311000739&_origin=article&_zone=art_rightCol&_targetURL=http%3A%2F%2Flibrary.deakin.edu.au%2Fresserv%3Fsid%3DElsevier%3ASD%26genre%3Darticle%26issn%3D01409883%26date%3D2011%26volume%3D33%26issue%3D5%26spage%3D956&_acct=C000004058&_version=1&_userid=32381&md5=435080ab3736bf837bfdf8149db36164 |
| Direitos |
2011, Elsevier B.V. |
| Palavras-Chave | #multivariate stochastic volatility #oil prices #stock market #MCMC |
| Tipo |
Journal Article |
