Forecasting the term structure of volatility of crude oil price changes
Ercan Balaban, Shan Lu
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Balaban, Ercan ; Lu, Shan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 141.2016, p. 116-118
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| Subject: | Volatility term structure | Square-root-of-time rule | Forecasting | Forecast evaluation | Oil prices | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory | Welt | World | ARCH-Modell | ARCH model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.02.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011616200