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)
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
Division(s)
Eprints ID
253241