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A mixed-regime model for dry bulk freight market

This paper constructs a mixed-regime model for dry bulk freight market. Then it performs maximum likelihood estimation and provides the results. Inter alia, the hypothesis that there is bimodality in the supply curve of shipping freight markets is strongly supported by analyzing the effect of the term structure of time-charter rates on the time-varying volatility. Furthermore, the adjustment sp…

Edisi: Volume 26 Number 2 December 2010 pp. 185-204
ISBN/ISSN: -
Deskripsi Fisik: 20 p.
Judul Seri: The Asian Journal of Shipping and Logistics
No. Panggil: ATC LO WOO a

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