Density forecasts of crude-oil prices using option-implied and ARCH-type models
Esben Høg; Leonidas Tsiaras
| Year of publication: |
2011
|
|---|---|
| Authors: | Høg, Esben P. ; Tsiaras, Leonidas |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 8, p. 727-754
|
| Subject: | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Vergleich | Comparison |
| 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/10009157432