Risk modeling in crude oil market: a comparison of Markov switching and GARCH models

Author： Luo Cuicui   Seco Luis A.   Wang Haofei   Wu Desheng Dash  

Publisher： Emerald Group Publishing Ltd

ISSN： 0368-492X

Source： Kybernetes: The International Journal of Systems & Cybernetics, Vol.39, Iss.5, 2010-01, pp. : 750-769

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