Volatility linkages in the spot and futures market in Australia: a copula approach

journal contribution

posted on 2025-09-10, 01:40 authored by Cuong Nguyen, Ishaq BhattiIshaq Bhatti, Aziz Hayat

<p dir="ltr">No description supplied.</p>

History

Publication Date

2014-09-01

Journal

Quality and Quantity

Volume

48

Pagination

2589-2603

Publisher

Springer Nature

ISSN

0033-5177

Rights Statement

© Springer Science+Business Media Dordrecht 2013

Publisher DOI

https://doi.org/10.1007/s11135-013-9909-2

Usage metrics

Categories

Keywords

Copula Asymmetric GARCH Australian stock and futures markets Dependence structure

Licence

Exports