Volatility behavior of oil, industrial commodity and stock...

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

Kyongwook Choi, Shawkat Hammoudeh
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Volume:
38
Year:
2010
Language:
english
Pages:
12
DOI:
10.1016/j.enpol.2010.03.067
File:
PDF, 446 KB
english, 2010
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