Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Year of publication: |
2020
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Authors: | Nonejad, Nima |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-18
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Subject: | Crude oil price volatility | Prediction evaluation | Nonlinearity | Realized volatility | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | ARCH-Modell | ARCH model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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