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 paper › Academic

Series	EI report serie
Volume	EI 2010-14

Cite this

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

author = "Chang, {C-L (Chia-Lin)} and Michael McAleer and R Tansuchat",

year = "2010",

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series = "EI report serie",

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T1 - Analyzing and forecasting volatility spillovers and asymmetries in major crude oil sport, forward and futures market

AU - Chang, C-L (Chia-Lin)

AU - McAleer, Michael

AU - Tansuchat, R

PY - 2010

Y1 - 2010

M3 - Working paper

T3 - EI report serie

SP - 1

EP - 27

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

CY - 3000 DR Rotterdam

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