Modelling dynamic conditional correlations in WTI oil forward and futures returns
Alessandro Lanza, Matteo Manera and Michael McAleer
| Year of publication: |
2004
|
|---|---|
| Authors: | Lanza, Alessandro ; Manera, Matteo ; McAleer, Michael |
| Publisher: |
Milano |
| Subject: | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model | Korrelation | Correlation | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | Nota di lavoro / Fondazione Eni Enrico Mattei. - Milan, ZDB-ID 1408109-X. - Vol. 2004,72 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.feem.it/NR/rdonlyres/C2FD36AC-6002-4091-8237-906152416DB7/1148/7204.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002127352