Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid, Hammoudeh, Shawkat, Nguyen, Duc KhuongVolume:
41
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2013.10.011
Date:
January, 2014
File:
PDF, 807 KB
english, 2014