A two-state Markov-switching distinctive conditional variance application for tanker freight returns
Wessam Abouarghoub, Iris Biefang-Frisancho Mariscal and Peter Howells
| Year of publication: |
2014
|
|---|---|
| Authors: | Abouarghoub, Wessam ; Biefang-Frisancho Mariscal, Iris ; Howells, Peter G. A. |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 3, p. 239-263
|
| Subject: | Markov-switching | tanker freights | freight risk | freight supply curve | freight volatility dynamics | Frachtrate | Freight rate | Güterverkehr | Freight transport | Volatilität | Volatility | Markov-Kette | Markov chain | Frachtschifffahrt | Cargo shipping | ARCH-Modell | ARCH model | Straßengüterverkehr | Road freight transport | Schienengüterverkehr | Rail freight transport | Tankschifffahrt | Tanker shipping |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010476914