Narsoo, Jason
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2019, Volume 20, Issue Number: 2 - Articles
Dynamics of Crude Oil Volatility: An Application of Markov-Switching GARCH Models
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2021, Volume 22, Issue Number: 2 - Articles
Forecasting Intraday VaR and ES using a Markov-Switching MC-GARCH Model
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2022, Volume: 43, Issue Number: 1 - Articles
Predictive Power of Stochastic Mortality Models for Different Age Groups: An Analysis of Developing and Developed Countries
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