Modeling regime transition in stock index futures markets and forecasting implications
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chang, Kuang-Liang, 2012. "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, vol. 34(1), pages 294-306.
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