Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Matteo Manera, Michael McAleer and Margherita Grasso
| Year of publication: |
2006
|
|---|---|
| Authors: | Manera, Matteo ; McAleer, Michael ; Grasso, Margherita |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 7 (1.4.), p. 525-533
|
| Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Volatilität | Volatility | Korrelation | Correlation | USA | United States | Asiatisch-pazifischer Raum | Asia-Pacific region | 1992-2004 |
| 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/10003320406