Manera, M., Mcaleer, M., Grasso, M. (2004). Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns. In iEMSs 2004 International Congress: 'Complexity and Integrated Resources Management', by C. Pahl, S. Schmidt and T. Jakeman (eds.). Osnabrueck : International Environmental Modelling and Software Society.
Modelling dynamic conditional correlations in the volatility of spot and forward oil price returns
MANERA, MATTEO;
2004
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