Oil and stock market volatility : a multivariate stochastic volatility perspective

Vo, Minh 2011, Oil and stock market volatility : a multivariate stochastic volatility perspective, Energy economics, vol. 33, no. 5, pp. 956-965.

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Title Oil and stock market volatility : a multivariate stochastic volatility perspective
Author(s) Vo, Minh
Journal name Energy economics
Volume number 33
Issue number 5
Start page 956
End page 965
Publisher Elsevier BV
Place of publication Amsterdam, Netherlands
Publication date 2011-09
ISSN 0140-9883
1873-6181
Keyword(s) multivariate stochastic volatility
oil prices
stock market
MCMC
Language eng
Field of Research 150201 Finance
Socio Economic Objective 900101 Finance Services
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2011, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30041773

Document type: Journal Article
Collections: Faculty of Business and Law
Deakin Graduate School of Business
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