Volatility Transmission from Equity, Bulk Shipping, and...

Mathematics 2020 / 09 Vol. 8; Iss. 9

Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model

Lin, Arthur J., Chang, Hai-Yen
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Volume:
8
Journal:
Mathematics
DOI:
10.3390/math8091534
Date:
September, 2020
File:
PDF, 553 KB
2020
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