Replicating Basher and Sadorsky 2016
Posted: Thu Nov 03, 2016 8:41 am
Hello, I would like to request a Rats code for the paper:
Basher, S.A. and Sadorsky, P., 2016. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. Energy Economics, 54, pp.235-247.
Thank you.
Basher, S.A. and Sadorsky, P., 2016. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. Energy Economics, 54, pp.235-247.
Thank you.