Modeling and predicting oil VIX: internet search volume versus traditional mariables
I. Campos, G. Cortazar, T. Reyes
| Year of publication: |
August 2017
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|---|---|
| Authors: | Campos, I. ; Cortazar, Gonzalo ; Reyes, T. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 194-204
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| Subject: | Oil VIX | Internet search volume | Implied volatility | Heterogeneous autoregressive model | Volatilität | Volatility | Internet | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896450