Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
Yanan He, Ai Han, Yongmiao Hong, Yuying Sun, and Shouyang Wang
| Year of publication: |
2021
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|---|---|
| Authors: | He, Yanan ; Han, Ai ; Hong, Yongmiao ; Sun, Yuying ; Wang, Shouyang |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 6, p. 584-606
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| Subject: | ACI model | interval-valued crude oil prices | range | trading strategy | volatility forecast | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1889202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624525