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Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns
Manera, Matteo
;
Mcaleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-534
Persistent link: https://www.econbiz.de/10007633631
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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
Saved in:
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