Volatility forecasting for the shipping market indexes : an AR-SVR-GARCH approach
Jiaguo Liu, Zhouzhi Li, Hao Sun, Lean Yu and Wenlian Gao
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Jiaguo ; Li, Zhouzhi ; Sun, Hao ; Yu, Lean ; Gao, Wenlian |
| Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 49.2022, 6, p. 864-881
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| Subject: | ar-svr-garch model | BDI | crude oil shipping market | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | Frachtschifffahrt | Cargo shipping | Schifffahrt | Shipping | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2021.1898689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373607