Forecasting crude oil volatility and stock volatility : new evidence from the quantile autoregressive model
Yan Chen, Lei Zhang, Feipeng Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Yan ; Zhang, Lei ; Zhang, Feipeng |
| Subject: | Quantile autoregressive model | Crude oil volatility | Stock volatility | Out-of-sample performance | Forecast combination | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Erdöl | Petroleum | Ölmarkt | Oil market | Ölpreis | Oil price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102235 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135066