TY  - JOUR
AU  - Yue-Jun Zhang and Han Zhang
PY  - 2023/01//
TI  - Volatility Forecasting of Crude Oil Market: Which Structural Change Based GARCH Models have Better Performance?
JO  - The Energy Journal
VL  - Volume 44
DO  - 10.5547/01956574.44.1.yzha
IS  - 1
KW  - Crude oil market
KW  - Volatility forecasting
KW  - Structural changes
KW  - FFF-GARCH models
KW  - MRS-GARCH model
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3933