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Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model.

Runfang YuJiangze DuXiaotao Liu
Published in: ITQM (2017)
Keyphrases
  • high level
  • computational model
  • objective function
  • probability distribution
  • statistical model
  • exchange rate
  • prediction model
  • stock price
  • analytical model
  • diffusion model