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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

Chia‐Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat

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Chia‐Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat
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Chia‐Lin Chang

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Journal
18th World Imacs Congress and Modsim 2009 International Congress on Modelling and Simulation Interfacing Modelling and Simulation with Mathematical and Computational Sciences Proceedings
Published Date
01 Jan 2009
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Scopus EID
2-s2.0-85086239693
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