Forecasting interval-valued crude oil prices using asymmetric interval models
Year of publication: |
2022
|
---|---|
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
|
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 |
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