Forecasting volatility and spillovers in crude oil spot, forward and futures markets

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

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages24
EditionEI report serie EI 2009-12
Publication statusPublished - 2009

Publication series

SeriesEI report serie
VolumeEI 2009-12

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