文献
J-GLOBAL ID:202102271598873218
整理番号:21A1009057
油と金の未来の共進化の予測におけるジャンプとレバージの影響【JST・京大機械翻訳】
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
著者 (7件):
Asai Manabu
(Faculty of Economics, Soka University, Tokyo 192-8577, Japan)
,
Gupta Rangan
(Department of Economics, University of Pretoria, Pretoria 0002, South Africa)
,
McAleer Michael
(Department of Finance, Asia University, Taichung 41354, Taiwan)
,
McAleer Michael
(Discipline of Business Analytics, University of Sydney Business School, Darlington, NSW 2006, Australia)
,
McAleer Michael
(Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, 3062 PA Rotterdam, The Netherlands)
,
McAleer Michael
(Department of Economic Analysis and ICAE, Complutense University of Madrid, 28040 Madrid, Spain)
,
McAleer Michael
(Institute of Advanced Science, Yokohama National University, Yokohama, Kanagawa 240-8501, Japan)
資料名:
Energies (Web)
(Energies (Web))
巻:
12
号:
17
ページ:
3379
発行年:
2019年
JST資料番号:
U7016A
ISSN:
1996-1073
CODEN:
ENERGA
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
スイス (CHE)
言語:
英語 (EN)