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"Markov Switching Constant Conditional Correlation GARCH Models for Hedging ..."

Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka (2019)

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DOI: 10.1007/978-3-030-04263-9_36

access: closed

type: Part in Book or Collection

metadata version: 2021-10-14

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Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka:
Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil. Structural Changes and their Econometric Modeling 2019: 463-473

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