Modelling time-varying conditional correlations in the...

Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns

Manera, Matteo, McAleer, Michael, Grasso, Margherita
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Volume:
16
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100500426465
Date:
April, 2006
File:
PDF, 198 KB
english, 2006
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