Time Varying Risks Among Segments of the Tanker Freight Markets

Author:

Kavussanos Manolis G

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Transportation

Reference34 articles.

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2. Berndt, EK, Hall, BH, Hall RE and Hausman, JA. (1974). Estimation and inference in nonlinear structural models. Annals of Economic and Social Measurement 4: 653–665.

3. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31: 307–327.

4. Bollerslev, T, Chou, RY and Kroner, KF. (1992). ARCH modeling in finance. A review of the theory and empirical evidence. Journal of Econometrics 52: 5–59.

5. Bougerol, P and Picard, N. (1992). Stationarity of GARCH processes and of some nonnegative time series. Journal of Econometrics 52: 115–127.

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