Modelling the Conditional Volatility of Commodity Index Futures as a Regime Switching Process

Autor:	Fong, Wai Mun, See, Kim Hock
Zdroj:	Journal of Applied Econometrics, 2001 Mar 01. 16(2), 133-163.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2678514 Zobrazit plný text záznamu Plný text