A nonparametric GARCH model of crude oil price return volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Hou, Aijun ; Suardi, Sandy |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 618-626
|
| Subject: | Crude oil prices | GARCH modelling | Non-parametric method | Volatility estimation | Forecasts | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Welt | World | Schätzung | Estimation | Ölmarkt | Oil market |
| 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/10009618668