Forecasting the volatility of crude oil futures using intraday data
Benoît Sévi
| Year of publication: |
2014
|
|---|---|
| Authors: | Sévi, Benoît |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 235.2014, 3 (16.6.), p. 643-659
|
| Subject: | Volatility forecasting | Crude oil futures | Realized variance | Jumps | Realized semivariance | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | ARCH-Modell | ARCH model | Welt | World | Ölpreis | Oil price | Prognose | Forecast | Varianzanalyse | Analysis of variance | Ölmarkt | Oil market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010341244