Oil market volatility: comparison of COVID-19 crisis with the SARS outbreak of 2002 and the global financial crisis of 2008
Author:
Affiliation:
1. Lahore School of Economics, Lahore, Pakistan
2. American University in the Emirates, Dubai, UAE
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2021.1927788
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5. Fractionally integrated generalized autoregressive conditional heteroskedasticity
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