Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
| Autor: | Karanasos, Menelaos, Menla Ali, Faek, Margaronis, Zannis, Nath, Rajat |
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| Zdroj: | In International Review of Financial Analysis May 2018 57:246-256 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect