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]

@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},
}