Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Qianjie Geng, Xianfeng Hao, Yudong Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Geng, Qianjie ; Hao, Xianfeng ; Wang, Yudong |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 2, p. 309-325
|
| Subject: | forecasting | model selection | oil price volatility | realized volatility models | structural breaks | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Theorie | Theory | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475319