Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka. Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 463-473, Springer, 2019. [doi]
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