Forecasting volatility of the US oil market
Erik Haugom; Henrik Langeland; Peter Molnár; Sjur Westgaard
| Year of publication: |
2014
|
|---|---|
| Authors: | Haugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, Sjur |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 47.2014, p. 1-14
|
| Subject: | Oil prices | Realized volatility | Implied volatility | Volatility forecasting | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | ARCH-Modell | ARCH model | USA | United States | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506517