On the Volatility of Wti Crude Oil Prices : A Time-Varying Approach with Stochastic Volatility
Year of publication: |
[2022]
|
---|---|
Authors: | Le, Thai-Ha ; Sabri, Boubaker ; Bui, Manh-Tien ; Park, Donghyun |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Welt | World | Schätzung | Estimation | Theorie | Theory |
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