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	Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?
	Zhang, YJ; Yao, T; He, LY; Ripple, R
刊名	INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
	2019
卷号	Vol.59页码:302-317
关键词	Crude oil market Volatility forecasting GARCH Regime switching MCS
ISSN号	1059-0560
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4738386
专题	湖南大学
作者单位	1.Hunan Univ, Sch Business, Changsha 410082, Hunan, Peoples R China 2.Hunan Univ, Ctr Resource & Environm Management, Changsha 410082, Hunan, Peoples R China 3.Jinan Univ, Inst Resource Environm & Sustainable Dev Res, Guangzhou 510632, Guangdong, Peoples R China 4.Univ Tulsa, Collins Coll Business, 800 South Tucker Dr, Tulsa, OK 74104 USA
推荐引用方式 GB/T 7714	Zhang, YJ,Yao, T,He, LY,et al. Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?[J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,2019,Vol.59:302-317.
APA	Zhang, YJ,Yao, T,He, LY,&Ripple, R.(2019).Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?.INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,Vol.59,302-317.
MLA	Zhang, YJ,et al."Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?".INTERNATIONAL REVIEW OF ECONOMICS & FINANCE Vol.59(2019):302-317.

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