A Markov switching model of the conditional volatility of crude oil futures prices
| Year of publication: |
2002
|
|---|---|
| Authors: | Fong, Wai Mun ; See, Kim Hock |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 24.2002, 1, p. 71
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