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Related commodity markets and conditional correlations - MaRDI portal

Related commodity markets and conditional correlations (Q2486205)

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scientific article
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English
Related commodity markets and conditional correlations
scientific article

    Statements

    title
    Related commodity markets and conditional correlations (English)
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    author
    Clinton Watkins
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    Michael McAleer
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    publication date
    5 August 2005
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    zbMATH Keywords
    GARCH
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    Volatility
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    Cross-sectional aggregation
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    Futures contracts
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    Identifiers

    zbMATH DE Number
    2192918
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    OpenAlex ID
    W2041252652
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