Modeling dynamic conditional correlations in WTI oil forward and futures returns
Alessandro Lanza, Matteo Manera, Michael McAleer
| Year of publication: |
2006
|
|---|---|
| Authors: | Lanza, Alessandro ; Manera, Matteo ; McAleer, Michael |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 2, p. 114-132
|
| Subject: | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model | Korrelation | Correlation | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003333927