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~person:"Haltiwanger, John C."
~person:"McAleer, Michael"
~person:"Tansel, Aysit"
~source:"repec"
~subject:"conditional correlation"
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conditional correlation
BEKK
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Haltiwanger, John C.
McAleer, Michael
Tansel, Aysit
Tansuchat, Roengchai
3
Brière, Marie
2
Chang, Chia-Lin
2
Signori, Ombretta
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Chang, C.
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Chang, Chang, C.
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Farré, Lídia
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Klein, Roger
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Kliber, Agata
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RePEc
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Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
McAleer, Michael
;
Tansuchat, Roengchai
;
Chang, Chang, C.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
international oil market, namely West Texas Intermediate (
USA
), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia …
Persistent link: https://www.econbiz.de/10010732618
Saved in:
2
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
Institute of Economic Research, Kyoto University
-
2010
international oil market, namely West Texas Intermediate (
USA
), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia …
Persistent link: https://www.econbiz.de/10008461877
Saved in:
3
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
Department of Economics and Finance, College of …
-
2010
international oil market, namely West Texas Intermediate (
USA
), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia …
Persistent link: https://www.econbiz.de/10008552171
Saved in:
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