Minh Vo

Metropolitan State University

1501 Hennepin Avenue

Minneapolis, MN 55403

United States

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Scholarly Papers (1)

1.

Exchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis

Number of pages: 37 Posted: 24 Jan 2011
Minh Vo and Liang Ding
Metropolitan State University and Macalester College - Department of Economics
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Citation 1

Abstract:

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Oil price risk, Exchange rate risk, Multivariate stochastic volatility, Multivariate GARCH, Volatility forecast