Forecasting Volatility in Commodity Market : Application of Select GARCH Models
Year of publication: |
2015
|
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Authors: | Siddiqui, Saif |
Other Persons: | Siddiqui, Taufeeque (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Rohstoffmarkt | Commodity market |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2583573 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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