Smooth transition regime shifts and pil price dynamics
Year of publication: |
2013
|
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Authors: | Cifarelli, Giulio |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 38.2013, p. 160-167
|
Subject: | oil price bubble | dynamic hedging | logistic smooth transition | multivariate garch | Ölpreis | Oil price | Volatilität | Volatility | ARCH-Modell | ARCH model | Hedging | Spekulationsblase | Bubbles | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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