Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Author:
Affiliation:
1. Griffith Business School, Griffith University, Nathan, Australia
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2016.1262517
Reference32 articles.
1. Range-Based Estimation of Stochastic Volatility Models
2. Return and volatility transmission between world oil prices and stock markets of the GCC countries
3. Volatility transmission in agricultural futures markets
4. Volatility transmission in emerging European foreign exchange markets
5. A Simple Approximate Long-Memory Model of Realized Volatility
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