2012•SSRN Electronic JournalOpen access

Oil Products and the Volatility Index: Bivariate Volatility Relationships Within a T-GARCH Model

Bernard Mualuke Ben Sita

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Key concepts: Volatility (finance), Bivariate analysis, Econometrics, Autoregressive conditional heteroskedasticity, Forward volatility, Economics, Index (typography), Volatility risk premium

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