Narrow search
Showing 1 - 4 of 4
Cover Image
Modelling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - 2004
Persistent link: https://www.econbiz.de/10002127352
Cover Image
Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo; Grasso, Margherita; Lanza, Alessandro - 2004
Persistent link: https://www.econbiz.de/10002127359
Cover Image
Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
Persistent link: https://www.econbiz.de/10001724764
Cover Image
STAR-GARCH models for stock market interactions in the Pacific Basin Region, Japan and US
Busetti, Giorgio; Manera, Matteo - 2003
Persistent link: https://www.econbiz.de/10001774541