Forecasting the oil futures price volatility : a new approach
Feng Ma, Jing Liu, Dengshi Huang, Wang Chen
| Year of publication: |
August 2017
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|---|---|
| Authors: | Ma, Feng ; Liu, Jing ; Huang, Dengshi ; Chen, Wang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 64.2017, p. 560-566
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| Subject: | Volatility forecasting | Oil futures price | Realized range-based volatility | Volatility of realized range-based volatility | Model confidence set | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.04.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761312