{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,18]],"date-time":"2026-05-18T11:05:53Z","timestamp":1779102353838,"version":"3.51.4"},"reference-count":23,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009,7]]},"DOI":"10.1109\/soli.2009.5204016","type":"proceedings-article","created":{"date-parts":[[2009,8,24]],"date-time":"2009-08-24T19:23:01Z","timestamp":1251141781000},"page":"663-668","source":"Crossref","is-referenced-by-count":1,"title":["Long memory on dry bulk volatility in shipping market"],"prefix":"10.1109","author":[{"given":"XiaoXing","family":"Gong","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jing","family":"Lv","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"19","article-title":"derivatives and risk management in shipping","author":"kavussanos","year":"2006","journal-title":"Witherbys Publishing A"},{"key":"22","article-title":"comparison of var based on garch an sv models","volume":"7","author":"suhong","year":"2004","journal-title":"Journal of Management Sciences"},{"key":"17","doi-asserted-by":"crossref","first-page":"433","DOI":"10.1080\/000368497326930","article-title":"the dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector","volume":"29","author":"kavussanos","year":"1997","journal-title":"Applied Economics"},{"key":"23","author":"taylor","year":"1986","journal-title":"Modeling Financial Time Series"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1057\/palgrave.mel.9100079"},{"key":"15","first-page":"67","article-title":"comparisons of volatility in the dry-bulk shipping sector: spot versus time-charters and small versus large vessels","volume":"30","author":"kavussanos","year":"1996","journal-title":"Journal ofTransport Economics and Policy"},{"key":"16","first-page":"161","article-title":"price risk modelling of different size vessels in the tanker industry using autoregressive conditional heteroskedasticity (arch) models","volume":"32","author":"kavussanos","year":"1996","journal-title":"Logistics and Transportation Review"},{"key":"13","year":"0"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2003.07.004"},{"key":"11","doi-asserted-by":"crossref","first-page":"229","DOI":"10.1016\/S1366-5545(99)00029-0","article-title":"constants time-varying hedge ratios and hedging efficiency in the biffex market","volume":"36","author":"kavussanos","year":"2000","journal-title":"The Logistics and Transportation Review"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1080\/03088830210132588"},{"key":"21","article-title":"comparative research of goodness of fit between sv and garch models by likelihood ratio test","volume":"19","author":"suhong","year":"2004","journal-title":"Systems Engineering"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.2307\/1913889"},{"key":"20","doi-asserted-by":"publisher","DOI":"10.1111\/1467-937X.00050"},{"key":"2","author":"breidt","year":"1995","journal-title":"Improved quasi-maximum likelihood estimation for stochastic volatility models"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00072-9"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1016\/S1366-5545(01)00004-7"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.2307\/2297980"},{"key":"6","year":"0"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.2307\/1392199"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1016\/0927-5398(93)90006-D"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.2307\/1392251"},{"key":"8","author":"harvey","year":"1993","journal-title":"Estimation of testing of Stochastic Variance mdels STICERD Econometrics"}],"event":{"name":"2009 IEEE\/INFORMS International Conference on Service Operations, Logistics and Informatics (SOLI)","location":"Chicago, IL","start":{"date-parts":[[2009,7,22]]},"end":{"date-parts":[[2009,7,24]]}},"container-title":["2009 IEEE\/INFORMS International Conference on Service Operations, Logistics and Informatics"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5174557\/5203893\/05204016.pdf?arnumber=5204016","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,9,3]],"date-time":"2020-09-03T23:35:19Z","timestamp":1599176119000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/5204016\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,7]]},"references-count":23,"URL":"https:\/\/doi.org\/10.1109\/soli.2009.5204016","relation":{},"subject":[],"published":{"date-parts":[[2009,7]]}}}