Stochastic volatility models for the Brent oil futures market : forecasting and extracting conditional moments
Per Bjarte Solibakke (Professor, Molde University College, Norway)
| Year of publication: |
June 2015
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|---|---|
| Authors: | Solibakke, Per Bjarte |
| Published in: |
OPEC energy review. - Oxford : Wiley-Blackwell, ISSN 1753-0229, ZDB-ID 2449632-7. - Vol. 39.2015, 2, p. 184-221
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| Subject: | IntercontinentalExchange <Firma> | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Stochastische Volatilität | Stochastic volatility | Marktrisiko | Market risk | Risikoprämie | Risk premium | Bayes-Statistik | Bayesian inference | Simulation | Schätzung | Estimation | London | 2008-2014 |
| 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/10011414460