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~isPartOf:"Econometric Institute research papers"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Wang, Yu-Ann"
~subject:"Volatility"
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Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
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2016
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Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
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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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