A note on the oil price trend and GARCH shocks
Year of publication: |
2010
|
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Authors: | Li, Jing ; Thompson, Henry |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 31.2010, 3, p. 159-165
|
Subject: | Ölpreis | Oil price | ARCH-Modell | ARCH model | Volatilität | Volatility | USA | United States | 1990-2008 |
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