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~person:"Lauenstein, Philipp"
~person:"Lu, Feng"
~person:"Strandenes, Siri Pettersen"
~subject:"APARCH"
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International journal of financial engineering and risk management
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Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp
;
Walther, Thomas
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
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