Forecasting volatilities of oil and gas assets : A comparison of GAS, GARCH, and EGARCH models
Year of publication: |
2021
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Authors: | Xu, Yingying ; Lien, Donald |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2021, 2 (26.08.), p. 259-278
|
Publisher: |
Wiley |
Saved in:
Online Resource
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