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About this Economics, Econometrics and Finance article
Forecasting crude oil market volatility: Further evidence using GARCH-class models by Yu Wei; Yudong Wang; Dengshi Huang is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Yu Wei; Yudong Wang; Dengshi Huang
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0140-9883)
- Published
- 2010
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)