International evidence on crude oil price dynamics : applications of ARIMA-GARCH models
Year of publication: |
2010
|
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Authors: | Mohammadi, Hassan ; Su, Lixian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 1001-1008
|
Subject: | Ölpreis | Oil price | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Welt | World | 1997-2009 |
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