Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures
Year of publication: |
[2021]
|
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Authors: | Karanasos, Menelaos ; Menla Ali, Faek ; Margaronis, Zannis ; Nath, R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Korrelation | Correlation |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Review of Financial Analysis Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 17, 2017 erstellt |
Classification: | C32 - Time-Series Models ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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