Dynamic relationship between crude oil price return and stock market return : multivariate threshold GARCH approach

Chen, XiayingXiayingChen2015-04-252015-04-252014http://hdl.handle.net/20.500.11861/1819"16th January 2014"Title from cover.Thesis (B.A.) -- Hong Kong Shue Yan University, 2014.Includes bibliographical references (leaves 38-39).iv, 39 leavesengStocks Prices.Petroleum products Prices.Rate of return.Dynamic relationship between crude oil price return and stock market return : multivariate threshold GARCH approachThesis