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  • Search: subject:"volatility relationship analysis and prediction"
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ARCH model 1 ARCH-Modell 1 Commodity derivative 1 Erdöl 1 Forecasting model 1 Oil market 1 Oil price 1 Petroleum 1 Prognoseverfahren 1 Rohstoffderivat 1 Time series analysis 1 Volatility 1 Volatilität 1 Welt 1 World 1 Zeitreihenanalyse 1 covariates 1 crude oil futures markets 1 fGARCH-X model 1 functional time series 1 volatility relationship analysis and prediction 1 Ölmarkt 1 Ölpreis 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fu, Qifeng 1 Li, Xiaodong 1 Li, Zhouzhi 1 Sun, Hao 1
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The journal of futures markets 1
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Functional volatility relationship analysis and prediction in international crude oil futures markets
Sun, Hao; Li, Xiaodong; Li, Zhouzhi; Fu, Qifeng - In: The journal of futures markets 44 (2024) 10, pp. 1581-1612
Persistent link: https://www.econbiz.de/10015110704
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