Regime-switching stochastic volatility: Evidence from the crude oil market
| Year of publication: |
2009
|
|---|---|
| Authors: | Vo, Minh T. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 31.2009, 5, p. 779-789
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