Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.

Publication Type:	Report
Additional Information:	Copyright © 2020 University of Colorado Denver Business School
Subjects:	H Social Sciences > HD Industries. Land use. Labor H Social Sciences > HG Finance
Departments:	Bayes Business School > Finance