REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL (Q5324396)
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scientific article; zbMATH DE number 5589433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL |
scientific article; zbMATH DE number 5589433 |
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REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL (English)
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3 August 2009
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Markov-switching ARCH
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SWARCH
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volatility
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Brent crude oil
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