Modelling and Testing Spillovers in Oil and Financial Markets in USA, UK and China
碩士 === 國立清華大學 === 計量財務金融學系 === 105 === The main purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers (namely, the delaye...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ddaw42 |