Oil Price Uncertainty and Its Asymmetric Effects on Output Growth VARMA GARCH and Asymmetric BEKK Models


DEMİRGİL H., ATAY KAYIŞ A., SEZGİN A.

The Second International Conference in Economics (Econworld 2015), Turin, Italy, 18 - 20 August 2015

  • Publication Type: Conference Paper / Full Text
  • City: Turin
  • Country: Italy