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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Huang, Chih-Yueh"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Markov chain Monte Carlo"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.
;
Huang, Chih-Yueh
;
Marsh, Ian
- In:
Energy economics
93
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
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