A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian, Chevallier, Julien, Zhu, BangzhuLanguage:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2019.104577
Date:
November, 2019
File:
PDF, 20.46 MB
english, 2019