Price discovery and volatility spillovers in futures and spot commodity markets : Some Indian evidence
作者： Mantu Kumar Mahalik , Debashis Acharya , M. Suresh Babu
DOI: 10.1108/JAMR-09-2012-0039
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摘要: … vector error correction model (VECM) and bivariate exponential Garch model (EGARCH) to analyze the price … market showed that gold future price influenced the spot gold price, but not …
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