Forecasting oil price volatility using high-frequency data : new evidence
Wang Chen, Feng Ma, Yu Wei, Jing Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Chen, Wang ; Ma, Feng ; Wei, Yu ; Liu, Jing |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 66.2020, p. 1-12
|
| Subject: | Volatility forecasting | Oil futures price | Volatility of realized volatility | Forecasting evaluation | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | 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.iref.2019.10.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390514