Intraday periodicity and volatility forecasting : evidence from Indian crude oil futures market
B.B. Chakrabarti, Vivek Rajvanshi
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Chakrabarti, Binay Bhushan ; Rajvanshi, Vivek |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 16.2017, 1, p. 1-28
|
| Subject: | Cubic spline | FFF | crude oil futures | high frequency | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Ölpreis | Oil price | Indien | India | Erdöl | Petroleum | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972652716686207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691174