James Chong

California State University, Northridge - Department of Finance, Financial Planning and Insurance

Northridge, CA 91330-8379

United States

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Scholarly Papers (1)

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Conditional Correlation and Volatility in Commodity Futures and Traditional Asset Markets

Journal of Alternative Investments, 12, 3, 61-75, https://doi.org/10.3905/JAI.2010.12.3.061
Posted: 22 May 2019
James Chong and Joƫlle Miffre
California State University, Northridge - Department of Finance, Financial Planning and Insurance and Audencia Nantes School of Management

Abstract:

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Commodity Futures, Traditional Assets, Correlation, Volatility, DCC Model