The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula

Bildirici M. E.

Petroleum Science, vol.16, pp.217-228, 2019 (SCI-Expanded)

  • Publication Type: Article / Article
  • Volume: 16
  • Publication Date: 2019
  • Journal Name: Petroleum Science
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.217-228
  • Yıldız Technical University Affiliated: Yes