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Forecasting Volatility of Tanker Freight Rates Based on Asymmetric Regime-Switching GARCH Models
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Forecasting Volatility of Tanker Freight Rates Based on Asymmetric Regime-Switching GARCH Models
Journal
International Journal of Financial Engineering and Risk Management
ISSN
2049-0909
ISSN-Digital
2049-0917
Type
journal article
Date Issued
2016
Author(s)
Lauenstein, Philipp
Walther, Thomas
DOI
10.1504/IJFERM.2016.082978
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
None
Refereed
Yes
Publisher
Inderscience
Volume
2
Number
3
Start page
172
End page
199
Pages
28
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/105259
Subject(s)
economics
finance
Division(s)
ior/cf - Institute fo...
Eprints ID
253241