Regime-switching stochastic volatility : evidence from the crude oil market
Year of publication: |
2009
|
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Authors: | Vo, Minh T. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 5, p. 779-788
|
Subject: | Ölmarkt | Oil market | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
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