Mutual excitation between OECD stock and oil markets: A...

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The North American Journal of Economics and Finance 2018 / 4

Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach

Herrera, Rodrigo, González, Sergio, Clements, Adam
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Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2018.03.010
Date:
April, 2018
File:
PDF, 1.06 MB
english, 2018
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