Modelling oil price volatility
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Bibliographic InfoArticle provided by Elsevier in its journal Energy Policy.
Volume (Year): 35 (2007)
Issue (Month): 12 (December)
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Web page: http://www.elsevier.com/locate/enpol
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- Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-70, March.
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