International evidence on crude oil price dynamics : applications of ARIMA-GARCH models
Hassan Mohammadi; Lixian Su
| Year of publication: |
2010
|
|---|---|
| Authors: | Mohammadi, Hassan ; Su, Lixian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 1001-1008
|
| Subject: | Ölpreis | Oil price | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Welt | World | 1997-2009 |
| 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/10008934343