The Chinese oil futures volatility : evidence from high-low estimator information
Xiaozhou Huang, Yubao Wang, Juan Song
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Xiaozhou ; Wang, Yubao ; Song, Juan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-4
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| Subject: | High-low estimator | Nonlinear model | Oil futures volatility | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Schätzung | Estimation | Schätztheorie | Estimation theory | China | Nichtlineare Regression | Nonlinear regression | Erdöl | Petroleum | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473684