Work

Dynamics of time-varying volatility in the dry bulk and tanker freight markets

Year: 2012

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603107.2012.657349

Authors: Wolfgang Drobetz, Tim Richter, Martin Wambach

Institution: Universität Hamburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Innovative Research Group Project of the National Natural Science Foundation of China

OpenAlex ID: W2081033748

FWCI: 3.191

Cites: 34

Cited by: 82

Related to: 10