Nonlinearity in global crude oil benchmarks : disentangling the effect of time aggregation
George Varghese and Vinodh Madhavan
| Year of publication: |
2021
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|---|---|
| Authors: | Varghese, George ; Madhavan, Vinodh |
| Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 20.2021, 3, p. 290-307
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| Subject: | Crude oil | GARCH model | neglected nonlinearity | time aggregation | ARCH-Modell | ARCH model | Erdöl | Petroleum | Ölpreis | Oil price | Welt | World | Nichtlineare Regression | Nonlinear regression | Aggregation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09726527211043013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012660461