A two-state Markov-switching distinctive conditional variance application for tanker freight returns
- 期刊名称International Journal of Financial Engineering and Risk Management
- 作者Abouarghoub, Wessam; Mariscal, Iris Biefang Frisancho; Howells, Peter
- 卷第1卷
- 期第3期
- 印刷ISSN2049-0909
- 电子ISSN2049-0917
- 文件大小668.45KB
- 发表时间2014
- DOI10.1504/IJFERM.2014.058762
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