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Volatility linkages in the spot and futures market in Australia: a copula approach
journal contribution
posted on 2014-09-01, 00:00 authored by C Nguyen, M Bhatti, A HayatVolatility linkages in the spot and futures market in Australia: a copula approach
History
Journal
Quality and quantityVolume
48Issue
5Pagination
2589 - 2603Publisher
SpringerLocation
Dordrecht, The NetherlandsISSN
1573-7845eISSN
1573-7845Language
engPublication classification
C1 Refereed article in a scholarly journalCopyright notice
2014, SpringerUsage metrics
Keywords
asymmetric GARCHAustralian stock and futures marketscopuladependence structureSocial SciencesScience & TechnologyPhysical SciencesSocial Sciences, InterdisciplinaryStatistics & ProbabilitySocial Sciences - Other TopicsMathematicsSTOCK INDEX FUTURESINTERNATIONAL EQUITY MARKETSTESTSStatisticsSociology
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