Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?

M Caporin, C-L Chang, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages44
EditionEI report serie EI2016-02
Publication statusPublished - 2015

Publication series

SeriesEI report serie
VolumeEI2016-02

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