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subject:"Derivat"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"Chatrath, Arjun"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
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Modelling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
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Manera, Matteo
;
McAleer, Michael
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2004
Persistent link: https://www.econbiz.de/10002127352
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