Forecasting Crude Oil Volatility and Stock Volatility : New Evidence from the Quantile Autoregressive Model
Year of publication: |
[2023]
|
---|---|
Authors: | Chen, Yan ; Zhang, Lei ; Zhang, Feipeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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