Title: Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Authors: Lauenstein, Philipp
Walther, Thomas
Language: en
Issue Date: 2016
Publisher: Inderscience Enterprises
Document Type: Article
Source: Enthalten in: International journal of financial engineering and risk management. - Olney : Inderscience, 2013- ; ZDB-ID: 2735250X . - Bd. 2.2016, 3, Seite 172-199
Journal / Series / Working Paper (HSU): International journal of financial engineering and risk management 
Volume: 2
Volume: 2
Issue: 3
Page Start: 172
Page End: 199
Publisher Place: Olney, Bucks
URL: https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=101115269X
Appears in Collections:2016

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