Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters

Main Author: Balcilar, Mehmet
Other Authors: ozdemir, zeynel abidin
Format: Dataset
Terbitan: Mendeley , 2018
Subjects:
Online Access: https:/data.mendeley.com/datasets/r92wby7cdn
Daftar Isi:
  • Weekly oil spot and futures data.