Tanattrin BUNNAG

Volatility Transmission in Crude Oil, Gold, Standard and Poor’s500 and US Dollar Index Futures using Vector AutoregressiveMultivariateGeneralized Autoregressive ConditionalHeteroskedasticity Model

Volatility Transmission in Crude Oil, Gold, Standard and Poor’s500 and US Dollar Index Futures using Vector AutoregressiveMultivariateGeneralized Autoregressive ConditionalHeteroskedasticity Model

International Journal of Energy Economics and Policy

2016-Cilt: 6 Sayı: 1

39-52

Volatility Transmission, crude oil futures, gold futures, S&P 500 futures, US Dollar Index futures, VAR-MGARCH

3643

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