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~isPartOf:"Econometric Institute research papers"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Tansuchat, Roengchai"
~subject:"Volatility"
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Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
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Chang, Chia-Lin
;
McAleer, Michael
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2009
Persistent link: https://www.econbiz.de/10003909568
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10003987330
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
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2019
Persistent link: https://www.econbiz.de/10011986953
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