The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula
Copy For Citation
Bildirici M. E.
Petroleum Science, vol.16, pp.217-228, 2019 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
16
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Publication Date:
2019
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Journal Name:
Petroleum Science
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus
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Page Numbers:
pp.217-228
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Yıldız Technical University Affiliated:
Yes