Estimating volatility persistence in oil prices under structural breaks
Year of publication: |
2010
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Authors: | Ewing, Bradley T. ; Malik, Farooq |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 45.2010, 4, p. 1011-1023
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Subject: | Strukturbruch | Structural break | Ölpreis | Oil price | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory |
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