|
|
|
|
|
Mohammad Alsharif
Pág. 1 - 8
Using daily data from 2000 to 2019, this study examines the sensitivity of Saudi market returns and volatility to changes in oil prices. This study employs the threshold general autoregressive conditional heteroskedastic in mean model (TGARCH-M) and thre...
ver más
|
|
|
|
|