Re-examining the impact of oil prices on stock returns in the presence of time-varying volatility
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
https://link.springer.com/content/pdf/10.1007/s12197-023-09638-7.pdf
Reference26 articles.
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4. Cragg JG (1983) More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form. Econometrica 51:751–763
5. Dahlquist M, Pénasse J (2022) The Missing Risk Premium in Exchange Rates. The Journal of Financial Economics 143(2):697–715
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