Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
Year of publication: |
2021
|
---|---|
Authors: | He, Yanan ; Han, Ai ; Hong, Yongmiao ; Sun, Yuying ; Wang, Shouyang |
Subject: | ACI model | interval-valued crude oil prices | range | trading strategy | volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Welt | World | Ölmarkt | Oil market | Theorie | Theory |
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