//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fong, Wai Mun"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"GARCH persistence"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
GARCH persistence
1
conditional volatility
1
crude oil futures
1
forecasting
1
regime switching
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Fong, Wai Mun
See, Kim Hock
1
Published in...
All
The European Journal of Finance
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Basis variations and regime shifts in the oil futures market
Fong, Wai Mun
;
See, Kim Hock
- In:
The European Journal of Finance
9
(
2003
)
5
,
pp. 499-513
-volatility state. Conditional on regimes,
GARCH
persistence
is significantly reduced. Out-of-sample tests show that incorporating …
Persistent link: https://www.econbiz.de/10005471951
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->