Realized volatility and correlation in energy futures markets

Journal of Futures Markets

Volumn 28, Issue 10, 2008, Pages 993-1011

  Wang, Tao ^a   Wu, Jingtao ^b   Yang, Jian ^c  

^a CITY UNIVERSITY OF NEW YORK   (United States)

^b IOWA STATE UNIVERSITY   (United States)

^c UNIVERSITY OF COLORADO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 51449095178     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20347     Document Type: Article

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