Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models
| Autor: | Marchese, Malvina, Kyriakou, Ioannis, Tamvakis, Michael, Di Iorio, Francesca |
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| Zdroj: | In Energy Economics May 2020 88 |
| Databáze: | ScienceDirect |
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