Quantile serial dependence in crude oil markets : evidence from improved quantilogram analysis with quantile wild bootstrapping
Jen-Je Su, Adrian (Wai-Kong) Cheung and Eduardo Roca
| Year of publication: |
June 2017
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|---|---|
| Authors: | Su, Jen-je ; Cheung, Adrian Wai Kong ; Roca, Eduardo |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 29, p. 2817-2828
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| Subject: | Crude oil prices | efficiency | quantile serial dependence | quantilogram | wild bootstrapping | Bootstrap-Verfahren | Bootstrap approach | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1248356 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011819732