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Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants 智库出版物
2004
作者:  Matteo Manera;  Massimo Giovannini;  Margherita Grasso;  Alessandro Lanza
Adobe PDF(371Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/14
Constant conditional correlations,Dynamic conditional correlations,Multivariate GARCH models,Stock price indexes,Brent oil prices,Spot and futures prices,Multivariate cointegration,VECM  
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 智库出版物
2004
作者:  Matteo Manera;  Alessandro Lanza;  Michael McAleer
Adobe PDF(533Kb)  |  收藏  |  浏览/下载：3/0  |  提交时间：2019/06/14
Constant conditional correlations,Dynamic conditional correlations,Multivariate