| 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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