Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Dilip Kumar
| Year of publication: |
2016
|
|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises Ltd., ISSN 1752-7767, ZDB-ID 2449731-9. - Vol. 4.2015/2016, 3/4, p. 215-234
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| Subject: | CARR model | range | forecast evaluation | volatility modelling | GARCH model | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Schätztheorie | Estimation theory |
| 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/10011713524