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Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures
KARANASOS, Menelaos, ALI, Faek MENLA, MARGARONIS, Zannis, NATH, RajatLanguage:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2017.11.003
Date:
December, 2017
File:
PDF, 349 KB
english, 2017