Forecasting volatility of tanker freight rates based on...

Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models

Lauenstein, Philipp, Walther, Thomas
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Volume:
2
Year:
2016
Journal:
International Journal of Financial Engineering and Risk Management
DOI:
10.1504/IJFERM.2016.082978
File:
PDF, 351 KB
2016
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