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]
@article{LuoSWW10,
title = {Risk modeling in crude oil market: a comparison of Markov switching and GARCH models},
author = {Cuicui Luo and Luis A. Seco and Haofei Wang and Desheng Dash Wu},
year = {2010},
doi = {10.1108/03684921011043233},
url = {http://dx.doi.org/10.1108/03684921011043233},
researchr = {https://researchr.org/publication/LuoSWW10},
cites = {0},
citedby = {0},
journal = {Kybernetes},
volume = {39},
number = {5},
pages = {750-769},
}