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~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Chevallier, Julien"
~person:"Kalev, Petko S."
~person:"McGee, Robert W."
~subject:"Commodity derivative"
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Asai, Manabu
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International journal of forecasting
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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