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Conditional modelling of tanker market risk using route specific freight rates

雑誌名 Maritime policy & management
出版社 Taylor ＆ Francis
巻号 Vol.25 No.2
筆者・編者・翻訳者 D. R. Glen, B. T. Martin
記事概要

Introduction
Literature review
Theoretical model
Econometric methodology and data sources
Statistical properties of the data
Model estimation
Modelling volatility
Concluding comments

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