Risk modeling in crude oil market: a comparison of Markov switching and GARCH models

Cuicui Luo, Luis A. Seco, Haofei Wang, Desheng Dash Wu. Risk modeling in crude oil market: a comparison of Markov switching and GARCH models. Kybernetes, 39(5):750-769, 2010. [doi]

Authors

Cuicui Luo

This author has not been identified. Look up 'Cuicui Luo' in Google

Luis A. Seco

This author has not been identified. Look up 'Luis A. Seco' in Google

Haofei Wang

This author has not been identified. Look up 'Haofei Wang' in Google

Desheng Dash Wu

This author has not been identified. Look up 'Desheng Dash Wu' in Google