Forecasting volatility in oil returns using asymmetric GARCH models : evidence from Tanzania
Laban Gaspe Letema, Haika Andrew Mbwambo
| Year of publication: |
2023
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|---|---|
| Authors: | Letema, Laban Gaspe ; Mbwambo, Haika Andrew |
| Published in: |
International Journal of Research in Business and Social Science : IJRBS. - Istanbul, Turkey : School of Business, İMU, ISSN 2147-4478, ZDB-ID 2719183-7. - Vol. 12.2023, 1, p. 204-211
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| Subject: | Brent | crude oil | GJRGARCH | forecasting | returns | volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Tansania | Tanzania | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.20525/ijrbs.v12i1.2308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014281963