مرکز منطقه ای اطلاع رساني علوم و فناوري - A Markov switching model of the conditional volatility of crude oil futures prices

Title of article :

A Markov switching model of the conditional volatility of crude oil futures prices

Author/Authors :

Wai Mun Fong، نويسنده , , Kim Hock See، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

Crude oil futures , Conditional volatility , GARCH , Markov switching

Journal title :

Energy Economics

Serial Year :

2002

Journal title :

Energy Economics

Record number :

173769

Link To Document :