Density forecasts of crude-oil prices using option-implied and ARCH-type models
Year of publication: |
2011
|
---|---|
Authors: | Høg, Esben P. ; Tsiaras, Leonidas |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 8, p. 727-754
|
Subject: | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Vergleich | Comparison |
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