Modelling conditional correlations in the volatility of Asian Rubber and Futures Returns

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

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

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages18
EditionEI report serie EI 200934
Publication statusPublished - 2009

Publication series

SeriesEI report serie
VolumeEI 200934

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