Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns
Samet Günay
| Year of publication: |
2015
|
|---|---|
| Authors: | Günay, Samet |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 5.2015, 4, p. 979-985
|
| Subject: | Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic | Oil Volatility | Variance Breaks | Volatilität | Volatility | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| 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/10011456391