"Vu, Thanh Nam" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt
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Impact of crude oil volatility on stock returns: Evidence from Southeast Asian markets
Vu, Thanh Nam (2018)
Pro gradu - tutkielmaThe study investigates the connection between international oil indices and Southeast Asian stock markets. The outcomes of both employed models, namely EGARCH and GARCH-jump, confirm the significant oil-stock linkage in ...