Keywords: Stock market volatility
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Journal Articles
International Journal of Emerging Markets (2017) 12 (2): 352–365.
Published: 18 April 2017
... the framework of an student-t-AR(1)-APARCH model which accounts for long memory, power effects, leverage terms, fat tails and better volatility clustering to examine the relationship between crude oil price volatility and stock markets volatility. The motivation behind this analysis...

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