Forecasting volatility of the U.S. oil market
Year of publication: |
2014
|
---|---|
Authors: | Haugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, Sjur |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 47.2014, C, p. 1-14
|
Publisher: |
Elsevier |
Subject: | Oil prices | Realized volatility | Implied volatility | Volatility forecasting |
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