An investigation of structural breaks on spot and futures crude palm oil returns
The implications of omitting structural break in volatility clustering modelling process are largely discussed in various developed macroeconomic and finance variables. The empirical evidence highlights the importance of this structural break in modelling process that gives a more accurate volatilit...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Published: |
American-Eurasian Network for Scientific Information, Jordan
2011
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/23011/ http://www.ajbasweb.com/old/ajbas/2011/September-2011/1872-1885.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|