Forecasting interval-valued crude oil prices using asymmetric interval models
Quanying Lu, Yuying Sun, Yongmiao Hong and Shouyang Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Lu, Quanying ; Sun, Yuying ; Hong, Yongmiao ; Wang, Shouyang |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 11, p. 2047-2061
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| Subject: | Crude oil price | Interval time series | Nonlinearity | Threshold autoregressive interval model | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Ölmarkt | Oil market | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2112065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490921