Volatility in crude oil futures : a comparison of the predictive ability of GARCH and implied volatility models
Paolo Agnolucci
| Year of publication: |
2009
|
|---|---|
| Authors: | Agnolucci, Paolo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 2, p. 316-321
|
| Subject: | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Welt | World |
| 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/10003832256