Correlation in volatility among related commodity markets

C. Watkins; Michael Mcaleer

Correlation in volatility among related commodity markets

C. Watkins, Michael Mcaleer

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	MODSIM 2003: International Congress on Modelling and Simulation
Editors	D. Post
Place of Publication	Australia nd New Zealand
Publisher	Modelling and Simulation Society of Australia and New Zealand Inc.
Pages	1347-1352
Volume	3
Edition	Townsville
Publication status	Published - 2003
Event	Correlation in volatility among related commodity markets - Townsville Duration: 1 Jan 2003 → …

Conference

Conference	Correlation in volatility among related commodity markets
Period	1/01/03 → …

Cite this

@inproceedings{1ee10a29371d4d9782679dd9536fbdda,

title = "Correlation in volatility among related commodity markets",

author = "C. Watkins and Michael Mcaleer",

year = "2003",

language = "English",

volume = "3",

pages = "1347--1352",

editor = "D. Post",

booktitle = "MODSIM 2003: International Congress on Modelling and Simulation",

publisher = "Modelling and Simulation Society of Australia and New Zealand Inc.",

edition = "Townsville",

note = "Correlation in volatility among related commodity markets ; Conference date: 01-01-2003",

}

Watkins, C & Mcaleer, M 2003, Correlation in volatility among related commodity markets. in D Post (ed.), MODSIM 2003: International Congress on Modelling and Simulation. Townsville edn, vol. 3, Modelling and Simulation Society of Australia and New Zealand Inc., Australia nd New Zealand, pp. 1347-1352, Correlation in volatility among related commodity markets, 1/01/03.

Correlation in volatility among related commodity markets. / Watkins, C.; Mcaleer, Michael.
MODSIM 2003: International Congress on Modelling and Simulation. ed. / D. Post. Vol. 3 Townsville. ed. Australia nd New Zealand: Modelling and Simulation Society of Australia and New Zealand Inc., 2003. p. 1347-1352.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

T1 - Correlation in volatility among related commodity markets

AU - Watkins, C.

AU - Mcaleer, Michael

PY - 2003

Y1 - 2003

M3 - Conference paper

VL - 3

SP - 1347

EP - 1352

BT - MODSIM 2003: International Congress on Modelling and Simulation

A2 - Post, D.

PB - Modelling and Simulation Society of Australia and New Zealand Inc.

CY - Australia nd New Zealand

T2 - Correlation in volatility among related commodity markets

Y2 - 1 January 2003

ER -