A hybrid approach for forecasting of oil prices volatility
Akbar Komijani, Esmaeil Naderi and Nadiya Gandali Alikhani
| Year of publication: |
2014
|
|---|---|
| Authors: | Komijani, Akbar ; Naderi, Esmaeil ; Gandali Alikhani, Nadiya |
| Published in: |
OPEC energy review. - Oxford : Wiley-Blackwell, ISSN 1753-0229, ZDB-ID 2449632-7. - Vol. 38.2014, 3, p. 323-340
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Fourier-Analyse | Fourier analysis | Chaostheorie | Chaos theory | Iran | 2002-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495863