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On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
by Conrad, Christian (Author)
, Stürmer, Karin (Author)
, Rittler, Daniel (Author)
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Journal of empirical finance, 29 (2014), Seite 26-40
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
by Conrad, Christian (Author)
, Stürmer, Karin (Author)
, Rittler, Daniel (Author)
,
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Journal of empirical finance, 29 (2014) vom: Dez., Seite 26-40
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Fakultät für Wirtschafts- u. Sozialwissenschaften
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Alfred-Weber-Institut for Economics
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Conrad, Christian
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Rittler, Daniel
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Stürmer, Karin
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GARCH-MIDAS
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Long-term correlation
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Long-term volatility
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Oil-stock relationship
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