Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
| Year of publication: |
2012
|
|---|---|
| Authors: | Arouri, Mohamed El Hédi ; Lahiani, Amine ; Lévy, Aldo ; Nguyen, Duc Khuong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 1, p. 283-294
|