Modeling dynamic conditional correlations in WTI oil forward and futures returns
| Year of publication: |
2006
|
|---|---|
| Authors: | Lanza, Alessandro ; Manera, Matteo ; McAleer, Michael |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 3.2006, 2, p. 114-132
|
| Publisher: |
Elsevier |