GARCH model and predictive performance of volatility forecasting : evidence from oil market
Darush Yazdanfar (Department of Social Sciences, Mid Sweden University, Östersund, Sweden)
| Year of publication: |
2015
|
|---|---|
| Authors: | Yazdanfar, Darush |
| Published in: |
World review of entrepreneurship, management and sustainable development. - Olney, Bucks. : Inderscience Enterprises, ISSN 1746-0573, ZDB-ID 2193382-0. - Vol. 11.2015, 4, p. 345-357
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| Subject: | GARCH model | oil prices | volatility forecasting | volatility clustering | price shocks | ARCH-Modell | ARCH model | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market |
| 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/10011442352