Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks
Liu, Junlin, Chen, FeierVolume:
505
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.02.165
Date:
September, 2018
File:
PDF, 681 KB
english, 2018