Introducing an Early Warning System for High Volatility in The Crude Oil OPEC Market: Markov Switching GARCH Approach
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2018-01-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Online Access: | http://jiee.atu.ac.ir/article_9051_8cbaa87b53a7cca48f45b8de17002337.pdf |