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Equity market implied volatility and energy prices: A double threshold GARCH approach
Cochran, Steven J., Mansur, Iqbal, Odusami, BabatundeVolume:
50
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2015.05.013
Date:
July, 2015
File:
PDF, 305 KB
english, 2015