Forecasting the oil price realized volatility : A multivariate heterogeneous autoregressive model
| Year of publication: |
2020
|
|---|---|
| Authors: | Tang, Yusui ; Ma, Feng ; Zhang, Yaojie ; Wei, Yu |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2020, 4 (16.12.), p. 4770-4783
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2399 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012407207