Conditional correlation and volatility in commodity futures and traditional asset markets

Journal of Alternative Investments

Volumn 12, Issue 3, 2009, Pages 61-75

  Chong, James ^a   Miffre, Joëlle ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b EDHEC BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77955981483     PISSN: 15203255     EISSN: None     Source Type: Journal    
DOI: 10.3905/jai.2010.12.3.061     Document Type: Article

References (18)

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