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Autor Tansuchat, Roengchai |
Documentos disponibles escritos por este autor (2)
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Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai | 2011-11This paper investigates the conditional correlations and volatility spillovers between the crude oil and financial markets, based on crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai | 2012-05This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cot[...]