An empirical analysis of structural breaks in world dry bulk shipping market
Year of publication: |
2023
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Authors: | Dai, Lei ; Jing, Danyue ; Hu, Hao ; Shi, Yifan ; Lee, Seungwon |
Published in: |
International journal of shipping and transport logistics : IJSTL. - Genéve [u.a.] : Inderscience Enterprises, ISSN 1756-6525, ZDB-ID 2541397-1. - Vol. 16.2023, 1/2, p. 141-153
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Subject: | dry bulk | GARCH | shipping | structural breaks | volatility | Strukturbruch | Structural break | Massengutschifffahrt | Dry bulk shipping | Volatilität | Volatility | Welt | World | Frachtrate | Freight rate | Schätzung | Estimation | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1504/IJSTL.2023.10053568 [DOI] 10.1504/IJSTL.2023.128554 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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