"Improved Forecast Ability of Oil Market Volatility Based on combined ..."

Runfang Yu, Jiangze Du, Xiaotao Liu (2017)

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DOI: 10.1016/J.PROCS.2017.11.388

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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  dblp key:
  - conf/itqm/YuDL17
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Runfang Yu, Jiangze Du, Xiaotao Liu:
Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model. ITQM 2017: 415-422

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