Detection of volatility regime-switching for crude oil...

Resources Policy 2020 / 12 Vol. 69

Detection of volatility regime-switching for crude oil price modeling and forecasting

Liu, Yue, Sun, Huaping, Zhang, Jijian, Taghizadeh-Hesary, Farhad
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Volume:
69
Journal:
Resources Policy
DOI:
10.1016/j.resourpol.2020.101669
Date:
December, 2020
File:
PDF, 2.65 MB
2020
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