Forecasting volatility of the US oil market
Year of publication: |
2014
|
---|---|
Authors: | Haugom, Erik ; Langeland, Henrik ; Molnár, Peter ; Westgaard, Sjur |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 47.2014, p. 1-14
|
Subject: | Oil prices | Realized volatility | Implied volatility | Volatility forecasting | USA | United States | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Ölmarkt | Oil market | ARCH-Modell | ARCH model |
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