Runfang Yu, Jiangze Du, Xiaotao Liu. Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model. In Vandana Ahuja, Yong Shi, Deepak Khazanchi, Naseem Abidi, Yingjie Tian, Daniel Berg, James M. Tien, editors, Proceedings of the 5th International Conference on Information Technology and Quantitative Management, ITQM 2017, Creating Knowledge and Wisdom via Big Data Analytics, December 8-10, 2017, New Delhi, India. Volume 122 of Procedia Computer Science, pages 415-422, Elsevier, 2017. [doi]
Abstract is missing.