Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Dilip Kumar
| Year of publication: |
December 2017
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|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 29.2017, 4, p. 294-310
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| Subject: | Energy futures | Volatility modelling | Volatility forecasting | Forecast evaluation | Bias-corrected extreme value estimator | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Energieprognose | Energy forecast | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2017.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879691