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Regime-switching stochastic volatility : evidence from the crude oil market
Vo, Minh T. - In: Energy economics 31 (2009) 5, pp. 779-788
Persistent link: https://www.econbiz.de/10003880286
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Regime-switching stochastic volatility: Evidence from the crude oil market
Vo, Minh T. - In: Energy economics 31 (2009) 5, pp. 779-789
Persistent link: https://www.econbiz.de/10008898857
Cover Image
Regime-switching stochastic volatility: Evidence from the crude oil market
Vo, Minh T. - In: Energy economics 31 (2009) 5, pp. 779-788
Persistent link: https://www.econbiz.de/10008280366
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Oil and stock market volatility: A multivariate stochastic volatility perspective
Vo, Minh - In: Energy economics 33 (2011) 5, pp. 956-966
Persistent link: https://www.econbiz.de/10009328787