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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore"
~isPartOf:"Working paper"
~type_genre:"Non-commercial literature"
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1994-2009
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Asia
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Asien
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Commodity derivative
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Kautschuk
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Rohstoffderivat
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Rubber
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Spillover effect
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Spillover-Effekt
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Chang, Chia-Lin
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Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Indian Council for Research on International Economic Relations
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Queen Mary College / Department of Economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
Working paper
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
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2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
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