Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
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Publication:4554258
DOI10.1080/14697688.2016.1211795zbMath1400.91691OpenAlexW2520300531MaRDI QIDQ4554258
Yongmiao Hong, Ai Han, Wei Yang, Shou-Yang Wang
Publication date: 13 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1211795
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)
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