Crude oil price: how to anticipate its future trajectory? : a specific phenomenon of volatility clustering
Year of publication: |
2010
|
---|---|
Authors: | Cristiani-d'Ornano, Isabelle ; Ksaier, Ahmed ; Carlotti, Jean-Etienne |
Published in: |
The Middle East business and economic review. - Sydney, ISSN 1035-3704, ZDB-ID 1227023-4. - Vol. 22.2010, 1, p. 82-92
|
Subject: | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | 1999-2008 |
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