Related commodity markets and conditional correlations (Q2486205)
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scientific article; zbMATH DE number 2192918
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Related commodity markets and conditional correlations |
scientific article; zbMATH DE number 2192918 |
Statements
Related commodity markets and conditional correlations (English)
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5 August 2005
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GARCH
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Volatility
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Cross-sectional aggregation
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Futures contracts
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0.767711877822876
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0.7612204551696777
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0.7417420148849487
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0.7283710837364197
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0.7261147499084473
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