Testing Co-Volatility Spillovers for Natural Gas Spot using Dynamic Conditional Covariances

C-L (Chia-Lin) Chang, Michael McAleer, Y (Yue) Wang

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

Original languageEnglish
Place of PublicationRotterdam
Number of pages54
EditionEI report serie EI2016-29
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-29

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