Subject
General Energy,Economics and Econometrics
Reference17 articles.
1. Stochastic behaviour of crude oil prices: a GARCH investigation;Abosedra;J. Energy Dev.,1997
2. Don't look back;Barone-Adesi;Risk,1998
3. Generalized autoregressive conditional heteroschedasticity;Bollerlsev;J. Econometrics,1986
4. A cointegration test for oil futures market efficiency;Crowder;J. Futures Mark.,1994
5. Dacorogna M.M., Muller U.A., Olsen R.B., Pictet O.V., 1997, Modelling short-term volatility with GARCH and HARCH models, O.A., Zurich, submitted for publication.
Cited by
186 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献