The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula
Crossref DOI link: https://doi.org/10.1007/s12182-018-0281-7
Published Online: 2018-11-22
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bildirici, Melike
Text and Data Mining valid from 2018-11-22
Article History
Received: 26 February 2018
First Online: 22 November 2018