Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models
| Year of publication: |
2011
|
|---|---|
| Authors: | Høg, Esben ; Tsiaras, Leonidas |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 8, p. 727-755
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