Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?
Yue‐Jun Zhang,Ting Yao,Ling‐Yun He,R. Ripple
2019 · DOI: 10.1016/J.IREF.2018.09.006
International Review of Economics and Finance · 74 Citations