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~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~person:"Ratti, Ronald A."
~subject:"ARCH model"
~subject:"Crude oil futures"
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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