"GARCH-jump" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt

    • The impact of oil price on the emerging stock markets 

      Masud, Md Abdulla Heal (2019)
      Pro gradu - tutkielma 
      This study investigates the relationship between international crude oil indices and emerg-ing stock markets. Utilizing a widen adaptation of the GARCH model, namely GARCH-jump, the study confirms that West Texas Intermediate ...