A nonparametric GARCH model of crude oil price return volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Hou, Aijun ; Suardi, Sandy |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 2, p. 618-627
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