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~isPartOf:"Econometric Institute research papers"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Zuo, Guangdong"
~subject:"Volatility"
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Zuo, Guangdong
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
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Gupta, Rangan
;
McAleer, Michael
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2019
Persistent link: https://www.econbiz.de/10011986953
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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
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