Analyzing and forecasting volatility spillovers and asymmetries in major crude oil sport, forward and futures market

C-L (Chia-Lin) Chang, Michael McAleer, R Tansuchat

Research output: Working paperAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Pages1-27
Number of pages27
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-14

Research programs

  • EUR ESE 31

Cite this