Forecasting the Term Structure of Volatility of Crude Oil Price Changes
Year of publication: |
2017
|
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Authors: | Balaban, Ercan |
Other Persons: | Lu, Shan (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ölpreis | Oil price | Zinsstruktur | Yield curve | Welt | World | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (3 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economics Letters, Vol. 141, April 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2016 erstellt |
Classification: | C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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