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Oil and stock market volatility : a multivariate stochastic volatility perspective

journal contribution
posted on 2011-09-01, 00:00 authored by Minh Vo
Oil and stock market volatility : a multivariate stochastic volatility perspective

History

Journal

Energy economics

Volume

33

Issue

5

Pagination

956 - 965

Publisher

Elsevier BV

Location

Amsterdam, Netherlands

Publisher DOI

ISSN

0140-9883

eISSN

1873-6181

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2011, Elsevier B.V.

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    Keywords

    multivariate stochastic volatilityoil pricesstock marketMCMCMechanical Engineering

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    All Rights Reserved

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