Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting

Energy Economics - Tập 103 - Trang 105622 - 2021
Min Liu1, Chien-Chiang Lee1,2
1School of Economics and Management, Nanchang University, China
2Research Center of the Central China for Economic and Social Development, Nanchang University, Nanchang, China

Tài liệu tham khảo

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