Basis variations and regime shifts in the oil futures market
Year of publication: |
2003
|
---|---|
Authors: | Fong, Wai Mun ; See, Kim Hock |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 9.2003, 5, p. 499-513
|
Publisher: |
Taylor & Francis Journals |
Subject: | crude oil futures | conditional volatility | regime switching | forecasting | GARCH persistence |
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