Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Feng Ma, Yu Wei, Wang Chen, Feng He
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Ma, Feng ; Wei, Yu ; Chen, Wang ; He, Feng |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 2, p. 653-678
|
| Subject: | Volatility forecasting | High-frequency volatility models | Signed jump variation | Forecasting evaluation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1294-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949867