![]() | Up a level |
Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. & Marsh, I. W.
ORCID: 0000-0002-0483-8658 (2019).
Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach.
Energy Economics,
doi: 10.1016/j.eneco.2019.06.019