articleEnergy EconomicsDec 16, 2015GREEN OA

Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH

SASyed Abul BasherPSPerry Sadorsky

East West University · FIKRA · +1 more institution

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Topics & keywords

Topics
Keywords
  • Hedge
  • Economics
  • Autoregressive conditional heteroskedasticity
  • Econometrics
  • Volatility (finance)
  • Emerging markets
  • Financial economics
  • Stock (firearms)
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