A Markov switching model of the conditional volatility of crude oil futures prices
10.1016/S0140-9883(01)00087-1
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44469 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |