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person:"McAleer, Michael"
~subject:"1992-2004"
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1992-2004
Erdöl
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Volatility
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Grasso, Margherita
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Manera, Matteo
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Applied financial economics
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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