Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer and Roengchai Tansuchat
| Year of publication: |
[2010] ; Rev.
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|---|---|
| Authors: | Chang, Chia-Lin ; Khamkaew, Thanchanok ; McAleer, Michael ; Roengchai Tansuchat |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Kautschuk | Rubber | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Spotmarkt | Spot market | Asien | Asia | 1994-2009 |
| Extent: | Online-Ressource (19 S., 503 Kb) graph. Darst. |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2010,38 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on July 22, 2010) Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 11) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008689063