Ditemukan 1 dokumen yang sesuai dengan query
Emenike O. Kalu, author
Modeling the correlation of assets returns volatilities across different markets or segments of a
market has practical value for portfolio selection and diversification, market regulation, and risk
management. This paper therefore evaluates the nature of time-varying correlation between volatilities
of stock market and crude oil returns in Nigeria using Dynamic Conditional Correlation-Generalised
Autoregressive Conditional...
Rhema University Nigeria, Department of Banking and Finance, 2015
J-Pdf
Artikel Jurnal Universitas Indonesia Library
