Investigating the asymmetric behavior of oil price volatility using support vector regression
Yushu Li, Hyunjoo Kim Karlsson
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Yushu ; Karlsson, Hyunjoo Kim |
| Subject: | APARCH | Asymmetry | Conditional volatility | Oil price | SVR | Volatilität | Volatility | Ölpreis | ARCH-Modell | ARCH model | Welt | World | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10266-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327136