A study of Shanghai fuel oil futures price volatility based on high frequency data : long-range dependence, modeling and forecasting
Li Liu; Jieqiu Wan
| Year of publication: |
2012
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|---|---|
| Authors: | Liu, Li ; Wan, Jieqiu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2245-2253
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| Subject: | Fuel oil price | Volatility | Long-range dependence | Forecasting | Volatilität | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Shanghai | Ölmarkt | Oil market | Welt | World | Rohstoffderivat | Commodity derivative |
| 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/10009673777