Author:
Noh Norshela Mohd,Chen Kho Chia,Bahar Arifah,Zainuddin Zaitul Marlizawati
Reference8 articles.
1. J. D. Hamilton, Brookings Papers on Economic Activity, Spring, 216–240 (2009).
2. Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis
3. B. Kaffel and F. Abid, Journal of Econometrics, 49, 971–1000 (2009)
4. S. M. Ross, Beyond geometric Brownian motion models, in An elementary introduction to mathematical finance (Cambridge University Press, New York, 2011), pp. 265–275.
5. H. Mostafei, A. A. R. Sani and S. Askari, International Journal of Energy Economics and Policy, Vol. 3, No. 2, 137–142 (2013)
Cited by
3 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