Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models
| Year of publication: |
2010
|
|---|---|
| Authors: | AROURI, Mohamed ; LAHIANI, Amine ; NGUYEN, D.-K. |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | oil |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 661 |
| Source: |
Persistent link: https://www.econbiz.de/10010934155