Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
| Year of publication: |
2006
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|---|---|
| Authors: | Manera, Matteo ; Mcaleer, Michael ; Grasso, Margherita |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 7, p. 525-534
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