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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.
Chia-Lin Chang
Thanchanok Khamkaew
Michael McAleer
Roengchai Tansuchat
Published in:
Math. Comput. Simul. (2011)
Keyphrases
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spot market
financial markets
garch model
futures market
stock market
stock price
dow jones
learning algorithm
information systems
random field model
highly correlated
financial crisis
financial time series
correlation analysis
database
probability distribution
case study
data mining
real time