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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Roengchai Tansuchat"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
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2012
Persistent link: https://www.econbiz.de/10009562958
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008669344
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