A two-state Markov-switching distinctive conditional variance application for tanker freight returns
Year of publication: |
2014
|
---|---|
Authors: | Abouarghoub, Wessam ; Biefang-Frisancho Mariscal, Iris ; Howells, Peter G. A. |
Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 1.2014, 3, p. 239-263
|
Subject: | Markov-switching | tanker freights | freight risk | freight supply curve | freight volatility dynamics | Volatilität | Volatility | Markov-Kette | Markov chain | Frachtschifffahrt | Cargo shipping | Güterverkehr | Freight transport | Frachtrate | Freight rate | Straßengüterverkehr | Road freight transport | Schienengüterverkehr | Rail freight transport | Tankschifffahrt | Tanker shipping | ARCH-Modell | ARCH model |
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