A Markov switching model of the conditional volatility of crude oil futures prices

A Markov switching model of the conditional volatility of crude oil futures prices

10.1016/S0140-9883(01)00087-1

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書目詳細資料
Main Authors:	Fong, W.M., See, K.H.
其他作者:	FINANCE & ACCOUNTING
格式:	Article
出版:	2013
主題:	Conditional volatility Crude oil futures GARCH Markov switching
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/44469
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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