The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula
Abstract This paper has two aims. The first one is to investigate the existence of chaotic structures in the oil prices, expectations of investors and stock returns by combining the Lyapunov exponent and Kolmogorov entropy, and the second one is to analyze the dependence behavior of oil prices, expe...
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| Formato: | article |
| Lenguaje: | EN |
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KeAi Communications Co., Ltd.
2018
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| Acceso en línea: | https://doaj.org/article/27ad83e7654d4e3c832d7b723008f684 |
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