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person:"Sercu, Piet"
~isPartOf:"The journal of futures markets"
~person:"Hamori, Shigeyuki"
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Sercu, Piet
Hamori, Shigeyuki
Han, Liyan
4
Heaney, Richard A.
4
Lien, Da-hsiang Donald
4
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The journal of futures markets
AFI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Kobe University Monograph Series in Social Science Research
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Paris December 2010 Finance Meeting EUROFIDAI - AFFI
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Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
2
Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru
;
Hamori, Shigeyuki
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
Saved in:
3
An empirical analysis of the efficiency of the Osaka rice market during Japan's Tokugawa era
Hamori, Shigeyuki
;
Hamori, Naoko
;
Anderson, David A.
- In:
The journal of futures markets
21
(
2001
)
9
,
pp. 861-874
Persistent link: https://www.econbiz.de/10001595314
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