Daily seasonality in crude oil returns and volatilities
Year of publication: |
2014
|
---|---|
Authors: | Auer, Benjamin R. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 43.2014, C, p. 82-88
|
Publisher: |
Elsevier |
Subject: | Crude oil | GARCH | Seasonality |
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