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Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models

Authors :
Bildirici, Melike
Özgür Ömer Ersin
Source :
Scopus-Elsevier, Web of Science

Details

Database :
OpenAIRE
Journal :
Scopus-Elsevier, Web of Science
Accession number :
edsair.dedup.wf.001..944b19f45ce1642a7c84d3e42098db63

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