A nonparametric GARCH model of crude oil price return volatility
Year of publication: |
2012
|
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Authors: | Hou, Aijun ; Suardi, Sandy |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 618-626
|
Subject: | Crude oil prices | GARCH modelling | Non-parametric method | Volatility estimation | Forecasts | ARCH-Modell | ARCH model | Volatilität | Volatility | Ölpreis | Oil price | Nichtparametrisches Verfahren | Nonparametric statistics | Welt | World | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
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