Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?

Yue‐Jun Zhang(Hunan University), Ronald D. Ripple(Collins College), Ling‐Yun He(Tongji University), Ting Yao(Fujian Medical University)
International Review of Economics & Finance
September 22, 2018
Cited by 93


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