"Risk modeling in crude oil market: a comparison of Markov switching and ..."

Cuicui Luo et al. (2010)

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DOI: 10.1108/03684921011043233

access: closed

type: Journal Article

metadata version: 2019-09-12

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  - https://dblp.org/rec/journals/kybernetes/LuoSWW10
Cuicui Luo, Luis A. Seco, Haofei Wang, Desheng Dash Wu:
Risk modeling in crude oil market: a comparison of Markov switching and GARCH models. Kybernetes 39(5): 750-769 (2010)

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