Modelling the conditional volatility of commodity index futures as a regime switching process
10.1002/jae.590
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sg-nus-scholar.10635-451972023-10-31T20:01:19Z Modelling the conditional volatility of commodity index futures as a regime switching process Fong, W.M. See, K.H. FINANCE & ACCOUNTING 10.1002/jae.590 Journal of Applied Econometrics 16 2 133-163 2013-10-11T08:13:56Z 2013-10-11T08:13:56Z 2001 Article Fong, W.M., See, K.H. (2001). Modelling the conditional volatility of commodity index futures as a regime switching process. Journal of Applied Econometrics 16 (2) : 133-163. ScholarBank@NUS Repository. https://doi.org/10.1002/jae.590 08837252 http://scholarbank.nus.edu.sg/handle/10635/45197 000168423500003 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| description |
10.1002/jae.590 |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Fong, W.M. See, K.H. |
| format |
Article |
| author |
Fong, W.M. See, K.H. |
| spellingShingle |
Fong, W.M. See, K.H. Modelling the conditional volatility of commodity index futures as a regime switching process |
| author_sort |
Fong, W.M. |
| title |
Modelling the conditional volatility of commodity index futures as a regime switching process |
| title_short |
Modelling the conditional volatility of commodity index futures as a regime switching process |
| title_full |
Modelling the conditional volatility of commodity index futures as a regime switching process |
| title_fullStr |
Modelling the conditional volatility of commodity index futures as a regime switching process |
| title_full_unstemmed |
Modelling the conditional volatility of commodity index futures as a regime switching process |
| title_sort |
modelling the conditional volatility of commodity index futures as a regime switching process |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/45197 |
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1781411353778454528 |