Authors: SUSMEL R THOMPSON A

Citation: R. Susmel et A. Thompson, VOLATILITY STORAGE AND CONVENIENCE - EVIDENCE FROM NATURAL-GAS MARKETS, The journal of futures markets, 17(1), 1997, pp. 17-43

Authors: HAMILTON JD SUSMEL R

Citation: Jd. Hamilton et R. Susmel, AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND CHANGES IN REGIME, Journal of econometrics, 64(1-2), 1994, pp. 307-333

Authors: SUSMEL R ENGLE RF

Citation: R. Susmel et Rf. Engle, HOURLY VOLATILITY SPILLOVERS BETWEEN INTERNATIONAL EQUITY MARKETS, Journal of international money and finance, 13(1), 1994, pp. 3-25