Jump dynamics with structural breaks for crude oil prices

Energy Economics - Tập 32 Số 2 - Trang 343-350 - 2010
Yen‐Hsien Lee1, Hsu-Ning Hu2, Jer-Shiou Chiou3
1Department of Finance, Chung Yuan Christian University, Taiwan
2Department of Money, Banking and Finance , TamKang University , Taiwan
3Department of Finance and Banking, Shih Chien University, 70 Ta-Chih Street, Taipei 104, Taiwan

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