![](/img/cover-not-exists.png)
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
Manera, Matteo, McAleer, Michael, Grasso, MargheritaVolume:
16
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100500426465
Date:
April, 2006
File:
PDF, 198 KB
english, 2006