Work

A Markov switching long memory model of crude oil price return volatility

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.06.015

Author: Silvestro Di Sanzo

Institution: Libera Università Internazionale degli Studi Sociali Guido Carli

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2809688848

FWCI: 8.269

Cites: 69

Cited by: 42

Related to: 10