Modelling dynamic conditional correlations in WTI oil forward and futures returns

Alessandro Lanza, Matteo Manera and Michael McAleer

Year of publication:	2004
Authors:	Lanza, Alessandro ; Manera, Matteo ; McAleer, Michael
Publisher:	Milano
Subject:	Ölmarkt \| Oil market \| Rohstoffderivat \| Commodity derivative \| Ölpreis \| Oil price \| ARCH-Modell \| ARCH model \| Korrelation \| Correlation \| Effizienzmarkthypothese \| Efficient market hypothesis

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Modelling dynamic conditional correlations in WTI oil forward and futures returns. - [Milano] : Fondazione Eni Enrico Mattei, 2004. - 1 Online-Ressource (circa 34 Seiten)

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