A dynamic conditional regime-switching GARCH CAPM for...

  • Main
  • 2019 / 11
  • A dynamic conditional regime-switching GARCH CAPM for...

A dynamic conditional regime-switching GARCH CAPM for energy and financial markets

Urom, Christian, Chevallier, Julien, Zhu, Bangzhu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2019.104577
Date:
November, 2019
File:
PDF, 20.46 MB
english, 2019
Conversion to is in progress
Conversion to is failed