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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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2
Conditional correlations in the return on oil companies stock prices and their determinants
Giovannini, Massimo
;
Grasso, Margherita
;
Lanza, Alessandro
- In:
Empirica : journal of european economics
33
(
2006
)
4
,
pp. 193-207
Persistent link: https://www.econbiz.de/10003393191
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